Pages that link to "Item:Q3074498"
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The following pages link to Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498):
Displaying 50 items.
- Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model (Q277256) (← links)
- A Lundberg-type inequality for an inhomogeneous renewal risk model (Q340773) (← links)
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
- On closure properties of heavy-tailed distributions for random sums (Q406627) (← 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)
- Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
- On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
- Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process (Q523905) (← links)
- Random difference equations with subexponential innovations (Q525896) (← links)
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- Ruin probabilities of a bidimensional risk model with investment (Q654490) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← 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)
- A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model (Q1644178) (← links)
- Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
- On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← 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 asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143) (← links)
- Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
- Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model (Q2046237) (← links)
- Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims (Q2070151) (← links)
- Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397) (← links)
- Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations (Q2111576) (← links)
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (Q2128938) (← links)
- Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) (← links)
- Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836) (← links)
- Several properties of a nonstandard renewal counting process and their applications (Q2179651) (← links)
- Large deviations for sums of claims in a general renewal risk model with the regression dependent structure (Q2197625) (← links)
- Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
- Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims (Q2244583) (← links)
- Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors (Q2246476) (← links)
- Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
- A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
- On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims (Q2322588) (← links)
- Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923) (← links)
- Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
- Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
