Pages that link to "Item:Q3094690"

The following pages link to A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690):

Displaying 21 items.

• Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance (Q340114) (← links)
• A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
• A bivariate risk model with mutual deficit coverage (Q495458) (← links)
• Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
• Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
• Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440) (← links)
• Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims (Q2070151) (← links)
• A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
• Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
• Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times (Q2347095) (← links)
• Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem (Q2392787) (← links)
• A state dependent reinsurance model (Q2397864) (← links)
• Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
• A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
• Queues and Risk Models with Simultaneous Arrivals (Q3191824) (← links)
• A survey of some recent results on Risk Theory (Q3451729) (← links)
• Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
• A Dynamic Contagion Risk Model with Recovery Features (Q5085147) (← links)
• A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES (Q5111479) (← links)
• On the central management of risk networks (Q5233165) (← links)
• Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)