Pages that link to "Item:Q4664092"

The following pages link to Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092):

Displayed 21 items.

• On convolution equivalence with applications (Q850761) ‎ (← links)
• The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463) ‎ (← links)
• Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory (Q886118) ‎ (← links)
• On the residual dependence index of elliptical distributions (Q979196) ‎ (← links)
• Approximation of the tail probability of randomly weighted sums and applications (Q1004411) ‎ (← links)
• Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) ‎ (← links)
• Ruin probability of the renewal model with risky investment and large claims (Q1042994) ‎ (← links)
• Asymptotics of the norm of elliptical random vectors (Q2267591) ‎ (← links)
• From light tails to heavy tails through multiplier (Q2271715) ‎ (← links)
• Finite time ruin probability with heavy-tailed insurance and financial risks (Q2432787) ‎ (← links)
• The impact on ruin probabilities of the association structure among financial risks (Q2467388) ‎ (← links)
• Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825) ‎ (← links)
• Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims (Q2518549) ‎ (← links)
• Some asymptotic results for sums of dependent random variables, with actuarial applications (Q2581774) ‎ (← links)
• The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667) ‎ (← links)
• ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) ‎ (← links)
• Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (Q5430557) ‎ (← links)
• The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (Q5430560) ‎ (← links)
• Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model (Q5443731) ‎ (← links)
• Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation (Q5478907) ‎ (← links)
• Power estimates for ruin probabilities (Q5697199) ‎ (← links)