Pages that link to "Item:Q2370525"

The following pages link to Dependence properties and bounds for ruin probabilities in multivariate compound risk models (Q2370525):

Displaying 29 items.

• Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
• On a capital allocation by minimization of some risk indicators (Q303736) (← links)
• Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (Q383966) (← links)
• Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
• A bivariate risk model with mutual deficit coverage (Q495458) (← links)
• Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
• Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
• An optimization approach to adaptive multi-dimensional capital management (Q1757615) (← links)
• Continuity inequalities for multidimensional renewal risk models (Q1799633) (← links)
• Survival probabilities in bivariate risk models, with application to reinsurance (Q2015629) (← links)
• Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440) (← links)
• Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims (Q2168589) (← links)
• Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
• Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
• A state dependent reinsurance model (Q2397864) (← links)
• Impact of dependence on some multivariate risk indicators (Q2397956) (← links)
• Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
• Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394) (← links)
• A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
• Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
• A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
• Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136) (← links)
• Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
• On the first time of ruin in two-dimensional discrete time risk model with dependent claim occurrences (Q4563539) (← links)
• Ruin probabilities in multivariate risk models with periodic common shock (Q4575458) (← links)
• An Approximation Model of the Collective Risk Model with INAR(1) Claim Process (Q5177622) (← links)
• On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate (Q5299559) (← links)
• Stochastic Comparisons of Symmetric Supermodular Functions of Heterogeneous Random Vectors (Q5299571) (← links)
• Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)