Pages that link to "Item:Q2923428"

The following pages link to Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models (Q2923428):

Displaying 20 items.

• On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
• The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
• Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
• Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143) (← links)
• Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
• The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) (← links)
• Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
• Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
• Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923) (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
• The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) (← links)
• Asymptotics for ultimate ruin probability in a by-claim risk model (Q4993830) (← links)
• Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes (Q5028925) (← links)
• Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims (Q5076883) (← links)
• Uniform asymptotics for discounted aggregate claims in dependent multi-risk model (Q5078279) (← links)
• Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
• (Q5869934) (← links)
• Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
• On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)
• Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns (Q6540872) (← links)