Pages that link to "Item:Q2467388"

The following pages link to The impact on ruin probabilities of the association structure among financial risks (Q2467388):

Displaying 18 items.

• Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
• Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
• The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
• Asymptotics for heavy-tailed renewal-reward processes and applications to risk processes and heavy traffic networks (Q2032337) (← links)
• Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
• Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)
• The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) (← links)
• On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
• The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims (Q2979971) (← links)
• The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables (Q3067835) (← links)
• Analysis of ruin measures for the classical compound Poisson risk model with dependence (Q3103206) (← links)
• The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
• Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
• Uniformly complete consistency of frequency polygon estimation for dependent samples and an application (Q5058309) (← links)
• Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications (Q6050707) (← links)
• On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims (Q6498449) (← links)
• On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier (Q6570557) (← links)
• The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples (Q6646225) (← links)