Pages that link to "Item:Q5489004"

The following pages link to Exponential Behavior in the Presence of Dependence in Risk Theory (Q5489004):

Displaying 34 items.

• Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
• Precise large deviations for aggregate claims (Q2815967) (← links)
• On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420) (← links)
• A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
• On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
• Ruin probabilities in models with a Markov chain dependence structure (Q2868616) (← links)
• Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000) (← links)
• Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (Q2979013) (← links)
• Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
• Extremes on the discounted aggregate claims in a time dependent risk model (Q3077753) (← links)
• Analysis of ruin measures for the classical compound Poisson risk model with dependence (Q3103206) (← links)
• Queues and Risk Processes with Dependencies (Q3191886) (← links)
• On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
• A survey of some recent results on Risk Theory (Q3451729) (← links)
• Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
• On a ruin model with both interclaim times and premiums depending on claim sizes (Q4576796) (← links)
• On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
• A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861) (← links)
• On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
• The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974) (← links)
• Ruin under stochastic dependence between premium and claim arrivals (Q4583617) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
• Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
• Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
• Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails (Q5245042) (← links)
• Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
• On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models (Q5416559) (← links)
• A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)
• Compound trend renewal process with discounted claims: a unified approach (Q5743529) (← links)
• The construction of a quadratic predictor of the discounted renewal claims with dependence (Q5858902) (← links)
• Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)