Pages that link to "Item:Q1054107"

The following pages link to Estimates for the probability of ruin with special emphasis on the possibility of large claims (Q1054107):

Displayed 50 items.

• Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621) ‎ (← links)
• On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) ‎ (← links)
• A Koopman framework for rare event simulation in stochastic differential equations (Q2133784) ‎ (← links)
• Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) ‎ (← links)
• Sensitivity of the stability bound for ruin probabilities to claim distributions (Q2176368) ‎ (← links)
• Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) ‎ (← links)
• Lundberg-type bounds and asymptotics for the moments of the time to ruin (Q2270189) ‎ (← links)
• Random matrix theory for heavy-tailed time series (Q2314507) ‎ (← links)
• The finite-time ruin probability for an inhomogeneous renewal risk model (Q2358483) ‎ (← links)
• Discrete and continuous time modulated random walks with heavy-tailed increments (Q2385614) ‎ (← links)
• On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980) ‎ (← links)
• Stochastic volatility models with possible extremal clustering (Q2435218) ‎ (← links)
• Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) ‎ (← links)
• Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (Q2445354) ‎ (← links)
• The supremum of random walk with negatively associated and heavy-tailed steps (Q2467372) ‎ (← links)
• On calculation of moments of ladder heights (Q2471624) ‎ (← links)
• On the Gerber-Shiu discounted penalty function for subexponential claims (Q2471655) ‎ (← links)
• A wide class of heavy-tailed distributions and its applications (Q2480272) ‎ (← links)
• A nonparametric sequential test with power 1 for the ruin probability in some risk models (Q2483873) ‎ (← links)
• Tail asymptotics of the \(n\)th convolution of super-exponential distributions (Q2493848) ‎ (← links)
• Large deviations of sojourn times in processor sharing queues (Q2494550) ‎ (← links)
• Functional large deviations for multivariate regularly varying random walks (Q2496504) ‎ (← links)
• Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) ‎ (← links)
• Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims (Q2518549) ‎ (← links)
• Asymptotics for solutions of a defective renewal equation with applications (Q2519356) ‎ (← links)
• The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk (Q2572397) ‎ (← links)
• Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612) ‎ (← links)
• Ruin probabilities for a~risk process with stochastic return on investments. (Q2574640) ‎ (← links)
• Optimal Proportional Reinsurance Policies in a Dynamic Setting (Q2739854) ‎ (← links)
• Quality of the Approximation of Ruin Probabilities Regarding to Large Claims (Q2808072) ‎ (← links)
• Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift (Q2854351) ‎ (← links)
• Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) ‎ (← links)
• Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) ‎ (← links)
• RATIO MONOTONICITY FOR TAIL PROBABILITIES IN THE RENEWAL RISK MODEL (Q3000392) ‎ (← links)
• Asymptotic behaviour of the finite-time ruin probability in renewal risk models (Q3077472) ‎ (← links)
• Higher-order expansions for compound distributions and ruin probabilities with subexponential claims (Q3077754) ‎ (← links)
• Extremal Subexponentiality in Ruin Probabilities (Q3098927) ‎ (← links)
• Estimation of distribution tails —a semiparametric approach (Q3141122) ‎ (← links)
• Approximating<i>M</i>/<i>G</i>/1 Waiting Time Tail Probabilities (Q3157853) ‎ (← links)
• Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) ‎ (← links)
• A Note on Gerber–Shiu Functions with an Application (Q3193125) ‎ (← links)
• A survey of some recent results on Risk Theory (Q3451729) ‎ (← links)
• Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows (Q3505341) ‎ (← links)
• A General Class of Closed Fork and Join Queues with Subexponential Service Times (Q3548753) ‎ (← links)
• The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667) ‎ (← links)
• Ruin probability with certain stationary stable claims generated by conservative flows (Q3590743) ‎ (← links)
• A local asymptotic behavior for ruin probability in the renewal risk model (Q3610426) ‎ (← links)
• Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday (Q4036292) ‎ (← links)
• Ruin probabilities in the presence of heavy-tails and interest rates (Q4235013) ‎ (← links)
• Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist (Q4258734) ‎ (← links)