Pages that link to "Item:Q3077753"

The following pages link to Extremes on the discounted aggregate claims in a time dependent risk model (Q3077753):

Displayed 23 items.

• Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) ‎ (← 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)
• Tail probability of randomly weighted sums of subexponential random variables under a dependence structure (Q452892) ‎ (← links)
• Tail asymptotic expansions for \(L\)-statistics (Q477271) ‎ (← links)
• Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) ‎ (← links)
• Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) ‎ (← 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)
• 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)
• Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) ‎ (← links)
• Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (Q2435745) ‎ (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) ‎ (← links)
• Extremes and products of multivariate AC-product risks (Q2442532) ‎ (← links)
• Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) ‎ (← links)
• Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) ‎ (← links)
• Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458) ‎ (← links)
• The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) ‎ (← links)
• Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (Q2515265) ‎ (← links)
• Subexponentiality of the product of dependent random variables (Q2637372) ‎ (← links)
• Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000) ‎ (← links)
• Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) ‎ (← links)