Pages that link to "Item:Q4664092"
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The following pages link to Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092):
Displaying 50 items.
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
- Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
- On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
- Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
- Some properties of the exponential distribution class with applications to risk theory (Q457627) (← links)
- Extremes of aggregated Dirichlet risks (Q476250) (← links)
- Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← links)
- The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims (Q606341) (← links)
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
- The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- Estimates for the finite-time ruin probability with insurance and financial risks (Q692739) (← links)
- On the long tail property of product convolution (Q829815) (← links)
- 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)
- Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices (Q904702) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Tail asymptotics under beta random scaling (Q994321) (← 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 convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
- Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
- On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
- The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
- A mathematical model of insurer bankruptcy on a finite time interval (Q2135310) (← links)
- Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
- Random translation, dilation and contraction of order statistics (Q2251708) (← links)
- Asymptotics of the norm of elliptical random vectors (Q2267591) (← links)
- From light tails to heavy tails through multiplier (Q2271715) (← links)
- On a fuzzy cash flow model with insurance applications (Q2343117) (← links)
- Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
- Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
- Finite time ruin probability with heavy-tailed insurance and financial risks (Q2432787) (← links)
- On the use of bivariate Mellin transform in bivariate random scaling and some applications (Q2445487) (← links)
- Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← 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)
