Pages that link to "Item:Q2515517"

The following pages link to Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517):

Displaying 16 items.

• Random difference equations with subexponential innovations (Q525896) (← links)
• Iterated random functions and slowly varying tails (Q901296) (← links)
• Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
• Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
• A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
• On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
• Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
• The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
• Satisficing credibility for heterogeneous risks (Q2076853) (← links)
• Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
• Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
• On a closure property of convolution equivalent class of distributions (Q2190030) (← links)
• A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
• Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
• Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)