Pages that link to "Item:Q1613645"
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The following pages link to On the ruin probabilities in a general economic environment (Q1613645):
Displayed 30 items.
- On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
- Verification of discrete time stochastic hybrid systems: a stochastic reach-avoid decision problem (Q624936) (← links)
- The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
- Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory (Q886118) (← links)
- Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)
- Asymptotic ruin probabilities for risk processes with dependent increments. (Q1413275) (← links)
- Power tailed ruin probabilities in the presence of risky investments. (Q1766062) (← links)
- Large deviations for generalized compound Poisson risk models and its bankruptcy moments (Q1777552) (← links)
- Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535) (← links)
- Finite time ruin probability with heavy-tailed insurance and financial risks (Q2432787) (← links)
- The impact on ruin probabilities of the association structure among financial risks (Q2467388) (← links)
- Ruin probabilities for discrete time risk models with stochastic rates of interest (Q2483443) (← links)
- Ruin probabilities with a Markov chain interest model (Q2485524) (← links)
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612) (← links)
- Ruin probabilities for a~risk process with stochastic return on investments. (Q2574640) (← links)
- The finite time ruin probability with the same heavy-tailed insurance and financial risks (Q2577656) (← links)
- Ruin probabilities in a discrete time risk model with dependent risks of heavy tail (Q3077737) (← links)
- The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
- The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
- Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (Q5430560) (← links)
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) (← links)
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation (Q5478907) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)