Pages that link to "Item:Q2518545"
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The following pages link to Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545):
Displayed 6 items.
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (Q659157) (← links)
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
- Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
- From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital (Q2275826) (← links)
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)