Pages that link to "Item:Q4863015"
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The following pages link to Delay in claim settlement and ruin probability approximations (Q4863015):
Displayed 17 items.
- Moment convergence of first-passage times in renewal theory (Q334018) (← links)
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
- A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (Q877786) (← links)
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
- Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions (Q984010) (← links)
- Sample quantiles of heavy tailed stochastic processes (Q1904544) (← links)
- Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212) (← links)
- Prediction of components in random sums (Q2397965) (← links)
- Uniform convergence of autocovariances (Q2483462) (← links)
- Sample Path Large Deviations of Poisson Shot Noise with Heavy-Tailed Semiexponential Distributions (Q3094685) (← links)
- Prediction in a mixed Poisson cluster model (Q3186008) (← links)
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (Q3440847) (← links)
- Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications (Q3516391) (← links)
- Prediction in a Poisson cluster model (Q3578669) (← links)
- Prediction in a Poisson cluster model with multiple cluster processes (Q4576757) (← links)
- Lundberg parameters for non standard risk processes (Q5430558) (← links)
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)