Pages that link to "Item:Q1374626"
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The following pages link to Large deviations results for subexponential tails, with applications to insurance risk (Q1374626):
Displayed 21 items.
- The overshoot of a random walk with negative drift (Q871033) (← links)
- Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072) (← links)
- On large deviations of multivariate heavy-tailed random walks (Q1014062) (← links)
- Conditional limit theorems for regulated fractional Brownian motion (Q1049559) (← links)
- Simple approximations of ruin probabilities (Q1584513) (← links)
- The probability of ruin in finite time (Q1589832) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- Moments and tails in monotone-separable stochastic networks. (Q1879883) (← links)
- Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes. (Q1879901) (← links)
- Cramér-Lundberg approximation for nonlinearly perturbed risk processes (Q1974044) (← links)
- Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683) (← links)
- Overshoots and undershoots of Lévy processes (Q2494574) (← links)
- Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times (Q2572912) (← links)
- Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
- On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936) (← links)
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (Q3440847) (← links)
- Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance (Q3535638) (← links)
- Precise large deviations for the prospective-loss process (Q4435681) (← links)
- The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)