Pages that link to "Item:Q3621151"
From MaRDI portal
The following pages link to Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151):
Displayed 22 items.
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← 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 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)
- 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)
- 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)
- 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)
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
- Some Remarks on Delayed Renewal Risk Models (Q3569711) (← links)
- Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails (Q5245042) (← links)