Pages that link to "Item:Q1807272"
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The following pages link to First passage times of general sequences of random vectors: A large deviations approach (Q1807272):
Displaying 11 items.
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (Q981000) (← links)
- On the rates of convergence of first passage times and their associated processes (Q1390183) (← links)
- Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors (Q1872411) (← links)
- Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535) (← links)
- A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
- Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) (← links)
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
- Ruin probabilities for risk processes in a bipartite network (Q4988559) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)
