Pages that link to "Item:Q343963"
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The following pages link to Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963):
Displaying 14 items.
- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
- A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
- Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims (Q2168589) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
- Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
- Two-dimensional ruin probability for subexponential claim size (Q4578300) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS (Q5051222) (← links)
- General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)
- Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (Q5087017) (← links)
- Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims (Q6044209) (← links)
- Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)
- Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)
