Pages that link to "Item:Q2518544"

The following pages link to Dependence and the asymptotic behavior of large claims reinsurance (Q2518544):

Displaying 17 items.

• Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
• A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model (Q1644178) (← links)
• Measuring the tail risk: an asymptotic approach (Q1746754) (← links)
• The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
• Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims (Q2168589) (← links)
• Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
• Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors (Q2246476) (← links)
• Asymptotic results for conditional measures of association of a random sum (Q2260940) (← links)
• Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
• Efficient expressions for moments of dependent random sums using copulas (Q2423499) (← links)
• Joint tail of ECOMOR and LCR reinsurance treaties (Q2513625) (← links)
• PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
• Asymptotics for large claims reinsurance in a time-dependent renewal risk model (Q4576778) (← links)
• Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
• Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation (Q5031693) (← links)
• The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
• Revisiting the product of random variables (Q6159086) (← links)