Pages that link to "Item:Q1054107"
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The following pages link to Estimates for the probability of ruin with special emphasis on the possibility of large claims (Q1054107):
Displayed 50 items.
- Approximations for stop-loss premiums (Q578833) (← links)
- Asymptotic ordering of risks and ruin probabilities (Q689566) (← links)
- The asymptotic behavior of the ruin probability within a random horizon (Q705091) (← links)
- Bounds for classical ruin probabilities (Q799061) (← links)
- A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325) (← links)
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
- Second order behaviour of ruin probabilities in the case of large claims (Q882874) (← links)
- Nonparametric estimators for the probability of ruin (Q923576) (← links)
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
- Convolution equivalence and distributions of random sums (Q946482) (← links)
- On lower limits and equivalences for distribution tails of randomly stopped sums (Q1002559) (← links)
- Approximation and estimation of some compound distributions (Q1069255) (← links)
- Estimates for the probability of ruin starting with a large initial reserve (Q1085556) (← links)
- Ruin estimates for large claims (Q1116613) (← links)
- Computational methods in risk theory: a matrix-algorithmic approach (Q1185319) (← links)
- Modeling large claims in non-life insurance (Q1199961) (← links)
- Estimation of ruin probabilities by means of hazard rates (Q1262683) (← links)
- Subexponential distributions and characterizations of related classes (Q1263152) (← links)
- Asymptotic ordering of distribution functions and convolution semigroups (Q1263153) (← links)
- Ruin probabilities in perturbed risk models (Q1265920) (← links)
- The rate of convergence for subexponential distributions (Q1280852) (← links)
- Failure rates of regenerative systems with heavy tails (Q1291185) (← links)
- Comparison of ruin probability estimates in the presence of heavy tails (Q1291194) (← links)
- Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
- Asymptotic estimates for the probability of ruin in a Poisson model with diffusion (Q1318550) (← links)
- Large claims approximations for risk processes in a Markovian environment (Q1343592) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- Patterns of buffer overflow in a class of queues with long memory in the input stream (Q1379720) (← links)
- On the relationship between bounds on the tails of compound distributions (Q1381146) (← links)
- Stable Lévy motion approximation in collective risk theory (Q1382123) (← links)
- Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312) (← links)
- A solution to the ruin problem for Pareto distributions. (Q1413341) (← links)
- Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. (Q1413376) (← links)
- Asymptotic ruin probabilities and optimal investment (Q1425485) (← links)
- Extension of some classical results on ruin probability to delayed renewal model (Q1566065) (← links)
- Simple approximations of ruin probabilities (Q1584513) (← links)
- The probability of ruin in finite time (Q1589832) (← links)
- Sampling at subexponential times, with queueing applications (Q1593601) (← links)
- A local limit theorem for random walk maxima with heavy tails (Q1613018) (← links)
- Power tailed ruin probabilities in the presence of risky investments. (Q1766062) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- Analytical best upper bounds on stop-loss premiums (Q1838013) (← links)
- Approximations for moments of deficit at ruin with exponential and subexponential claims. (Q1871297) (← links)
- Ruin probability with claims modeled by a stationary ergodic stable process. (Q1872170) (← links)
- The maximum on a random time interval of a random walk with long-tailed increments and negative drift. (Q1872352) (← links)
- Tail probabilities of subadditive functionals of Lévy processes. (Q1872382) (← links)
- The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494) (← links)
- Moments and tails in monotone-separable stochastic networks. (Q1879883) (← links)
- On distribution tail of the maximum of a random walk (Q1965887) (← links)
- Second-order asymptotics for the ruin probability in the case of very large claims (Q1975812) (← links)