Pages that link to "Item:Q4576955"
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The following pages link to Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955):
Displayed 17 items.
- A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model (Q1644178) (← links)
- Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
- Measuring the tail risk: an asymptotic approach (Q1746754) (← links)
- The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← 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)
- Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors (Q2246476) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
- Optimal Control and Sensitivity Analysis for Two Risk Models (Q2816670) (← links)
- SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)
- Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation (Q5031693) (← links)
- Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
- STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
- The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
- Generalized moments of sums with heavy-tailed random summands (Q6054047) (← links)
- Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)
