Pages that link to "Item:Q2574612"
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The following pages link to Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612):
Displaying 50 items.
- On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847) (← links)
- Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
- Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
- Precise large deviations for compound random sums in the presence of dependence structures (Q356108) (← links)
- Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871) (← links)
- Some discussions on the local distribution classes (Q383924) (← links)
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
- Randomly weighted sums of dependent subexponential random variables (Q392984) (← links)
- Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (Q392997) (← links)
- Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
- Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims (Q410562) (← links)
- Extended precise large deviations of random sums in the presence of END structure and consistent variation (Q410971) (← links)
- On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
- Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982) (← links)
- Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891) (← links)
- Tail probability of randomly weighted sums of subexponential random variables under a dependence structure (Q452892) (← links)
- Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
- Some properties of the exponential distribution class with applications to risk theory (Q457627) (← links)
- Precise large deviations for random sums of END random variables with dominated variation (Q469894) (← links)
- Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
- Uniform estimate for the tail probabilities of randomly weighted sums (Q477566) (← links)
- Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (Q485877) (← links)
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← links)
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
- Random difference equations with subexponential innovations (Q525896) (← links)
- The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309) (← links)
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
- Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest (Q610745) (← links)
- Tail behavior of random sums of negatively associated increments (Q624555) (← links)
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
- Verification of discrete time stochastic hybrid systems: a stochastic reach-avoid decision problem (Q624936) (← links)
- The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
- Ruin probabilities of a bidimensional risk model with investment (Q654490) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Ruin probability in the presence of interest earnings and tax payments (Q659105) (← links)
- Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- Precise large deviations for widely orthant dependent random variables with different distributions (Q680876) (← links)
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails (Q692651) (← links)
- Estimates for the finite-time ruin probability with insurance and financial risks (Q692739) (← links)
- On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← links)
- Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
- Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
- A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
- Web renewal counting processes and their applications in insurance (Q824803) (← links)
- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
- On the long tail property of product convolution (Q829815) (← links)
