Pages that link to "Item:Q3621151"

The following pages link to Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151):

Displaying 46 items.

• Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model (Q277256) (← 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)
• Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
• Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
• Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← 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)
• On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
• Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
• Risk models with dependence between claim occurrences and severities for Atlantic hurricanes (Q2015481) (← 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)
• Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (Q2128938) (← links)
• Large deviations for sums of claims in a general renewal risk model with the regression dependent structure (Q2197625) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
• A note on compound renewal risk models with dependence (Q2345669) (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
• \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)
• Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model (Q2422594) (← 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)
• Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← 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)
• Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes (Q2514625) (← links)
• Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times (Q2667602) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420) (← links)
• A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
• A unifying approach to the analysis of business with random gains (Q2866303) (← links)
• Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
• Ruin probabilities in models with a Markov chain dependence structure (Q2868616) (← links)
• Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000) (← links)
• Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (Q2979013) (← links)
• Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
• Some Remarks on Delayed Renewal Risk Models (Q3569711) (← links)
• Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059) (← links)
• On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
• A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861) (← links)
• On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
• Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals (Q4638736) (← links)
• Moderate deviations for sums of dependent claims in a size-dependent renewal risk model (Q4976205) (← links)
• Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model (Q5029088) (← links)
• Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
• Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
• Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails (Q5245042) (← links)