Pages that link to "Item:Q1879535"
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The following pages link to Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535):
Displayed 19 items.
- The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
- Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- Exact simulation of generalised Vervaat perpetuities (Q4968511) (← links)
- Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
- A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
- A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
- ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
- Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
- Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (Q5430557) (← links)
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) (← links)
- Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) (← links)
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation (Q5478907) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)
- An application of risk theory to mortgage lending (Q5865323) (← links)
- Approximations for the distribution of perpetuities with small discount rates (Q6079113) (← links)
- Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)