Pages that link to "Item:Q2323677"

The following pages link to Bivariate regular variation among randomly weighted sums in general insurance (Q2323677):

Displaying 13 items.

• Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables (Q2113622) (← links)
• Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
• Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
• A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
• Asymptotics for ultimate ruin probability in a by-claim risk model (Q4993830) (← links)
• Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (Q5086619) (← links)
• Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)
• A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* (Q6102193) (← links)
• Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
• Uniform approximation for the tail behavior of bidimensional randomly weighted sums (Q6164858) (← links)
• Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails (Q6534696) (← links)
• Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses (Q6550285) (← links)
• Multivariate regularly varying insurance and financial risks in multidimensional risk models (Q6639533) (← links)