Pages that link to "Item:Q2357425"
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The following pages link to Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425):
Displaying 9 items.
- Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
- Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations (Q2097495) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
- Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
- Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)
- Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses (Q6550285) (← links)
