Pages that link to "Item:Q4576918"

The following pages link to Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918):

Displayed 24 items.

• Random difference equations with subexponential innovations (Q525896) ‎ (← links)
• Interplay of subexponential and dependent insurance and financial risks (Q1681088) ‎ (← links)
• Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) ‎ (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) ‎ (← links)
• The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) ‎ (← links)
• Tails of higher-order moments with dominatedly varying summands (Q2010121) ‎ (← links)
• Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) ‎ (← links)
• Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) ‎ (← links)
• Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) ‎ (← links)
• On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims (Q2322588) ‎ (← links)
• Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923) ‎ (← links)
• Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) ‎ (← links)
• Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) ‎ (← links)
• Infinite-time absolute ruin in dependent renewal risk models with constant force of interest (Q2976123) ‎ (← links)
• A note on the asymptotics for the randomly stopped weighted sums (Q4968186) ‎ (← links)
• Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims (Q5076883) ‎ (← links)
• Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force (Q5077505) ‎ (← links)
• Interplay of insurance and financial risks in a stochastic environment (Q5376478) ‎ (← links)
• The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) ‎ (← links)
• On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property (Q6118239) ‎ (← links)
• Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) ‎ (← links)
• Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) ‎ (← links)
• On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance (Q6167554) ‎ (← links)
• Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) ‎ (← links)