Pages that link to "Item:Q3074498"
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The following pages link to Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498):
Displayed 29 items.
- Precise large deviations of aggregate claims in a compound size-dependent renewal risk model (Q2979585) (← links)
- On extremal behavior of aggregation of largest claims (Q2980148) (← links)
- SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)
- Asymptotics for large claims reinsurance in a time-dependent renewal risk model (Q4576778) (← links)
- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
- Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals (Q4638736) (← links)
- (Q4691162) (← links)
- Moderate deviations for sums of dependent claims in a size-dependent renewal risk model (Q4976205) (← links)
- Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks (Q4981883) (← links)
- Ruin Problems with Worsening Risks or with Infinite Mean Claims (Q4981888) (← links)
- Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation (Q5031693) (← links)
- Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims (Q5076883) (← links)
- Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
- Tail asymptotic of discounted aggregate claims with compound dependence under risky investment (Q5078281) (← links)
- Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force (Q5080280) (← links)
- Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
- Uniform asymptotics for the compound risk model with dependence structures and constant force of interest (Q5086902) (← links)
- A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES (Q5111479) (← links)
- Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails (Q5245042) (← links)
- Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)
- Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals (Q6054128) (← links)
- Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments (Q6060903) (← links)
- Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)
- Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims (Q6080803) (← links)
- Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors (Q6127105) (← links)
- Revisiting the product of random variables (Q6159086) (← links)
- Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times (Q6164703) (← links)
- Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (Q6165364) (← links)
- Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns (Q6169364) (← links)