Pages that link to "Item:Q2513458"

The following pages link to Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458):

Displayed 10 items.

• Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) ‎ (← links)
• Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (Q2128938) ‎ (← links)
• The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) ‎ (← links)
• Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims (Q2244583) ‎ (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) ‎ (← links)
• Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times (Q2628198) ‎ (← links)
• Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times (Q2657010) ‎ (← links)
• The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) ‎ (← links)
• The limit property of a risk model based on entrance processes (Q5082864) ‎ (← links)
• Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) ‎ (← links)