Pages that link to "Item:Q434700"
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The following pages link to A note on a dependent risk model with constant interest rate (Q434700):
Displaying 13 items.
- Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate (Q5076950) (← links)
- Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force (Q5080280) (← links)
- The limit property of a risk model based on entrance processes (Q5082864) (← links)
- Strong law of large numbers and complete convergence for non-identically distributed WOD random variables (Q5083449) (← links)
- Complete convergence for weighted sums of WNOD random variables and its applications (Q5086472) (← links)
- Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (Q5086619) (← links)
- Uniform asymptotics for the compound risk model with dependence structures and constant force of interest (Q5086902) (← links)
- Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)
- Generalized moments of sums with heavy-tailed random summands (Q6054047) (← 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)
- Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (Q6165364) (← links)
- Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims (Q6192223) (← links)