Pages that link to "Item:Q1041393"

The following pages link to A property of the renewal counting process with application to the finite-time ruin probability (Q1041393):

Displaying 32 items.

• Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model (Q277256) (← links)
• Precise large deviations for compound random sums in the presence of dependence structures (Q356108) (← links)
• Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871) (← links)
• Uniform asymptotics of the finite-time ruin probability for all times (Q408271) (← links)
• Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
• Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model (Q645449) (← links)
• A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
• Web renewal counting processes and their applications in insurance (Q824803) (← links)
• Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
• Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model (Q2046237) (← links)
• Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
• Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
• Several properties of a nonstandard renewal counting process and their applications (Q2179651) (← links)
• Large deviations for sums of claims in a general renewal risk model with the regression dependent structure (Q2197625) (← links)
• Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications (Q2227560) (← links)
• A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
• The exponential moment tail of inhomogeneous renewal process (Q2343620) (← links)
• The finite-time ruin probability for an inhomogeneous renewal risk model (Q2358483) (← links)
• Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model (Q2422594) (← links)
• Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (Q2435745) (← links)
• Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← links)
• Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (Q2515265) (← links)
• The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
• Precise large deviations of aggregate claim amount in a dependent renewal risk model (Q2978999) (← links)
• The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables (Q3067835) (← links)
• Moderate deviations for sums of dependent claims in a size-dependent renewal risk model (Q4976205) (← links)
• Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force (Q5080280) (← links)
• Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence (Q5086717) (← links)
• Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (Q5087017) (← links)
• Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)
• Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)
• Strong convergence for weighted sums of widely orthant dependent random variables and applications (Q6164842) (← links)