Pages that link to "Item:Q5312848"
From MaRDI portal
The following pages link to On Ultimate Ruin in a Delayed-Claims Risk Model (Q5312848):
Displayed 43 items.
- Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
- On the Gerber-Shiu discounted penalty function in a risk model with delayed claims (Q457313) (← links)
- Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698) (← links)
- On the expected discounted penalty function in a delayed-claims risk model (Q511156) (← links)
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
- On a compound Poisson risk model with delayed claims and random incomes (Q555453) (← links)
- Sample path large and moderate deviations for risk model with delayed claims (Q659097) (← links)
- Expected present value of total dividends in a delayed claims risk model under stochastic interest rates (Q659244) (← links)
- On a discrete risk model with delayed claims and a randomized dividend strategy (Q738487) (← links)
- On the probability of ruin in the compound Poisson risk model with potentially delayed claims (Q742099) (← links)
- The compound binomial risk model with time-correlated claims (Q997091) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims (Q2244583) (← links)
- On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income (Q2252249) (← links)
- Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212) (← links)
- Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process (Q2298661) (← links)
- On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims (Q2322588) (← links)
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508) (← links)
- On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
- On pairwise quasi-asymptotically independent random variables and their applications (Q2637381) (← links)
- Ruin probabilities in Cox risk models with two dependent classes of business (Q2644356) (← links)
- Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim (Q2658425) (← links)
- Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
- Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims (Q2684912) (← links)
- Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims (Q2691358) (← links)
- On a Risk Model With Delayed Claims Under Stochastic Interest Rates (Q2792305) (← links)
- On the probability of ruin in a continuous risk model with two types of delayed claims (Q2816833) (← links)
- A Risk Model with Delayed Claims (Q2854075) (← links)
- Ruin problems under IBNR dynamics (Q2862435) (← links)
- A delayed dual risk model (Q2976125) (← links)
- Asymptotic ruin probabilities for a bidimensional renewal risk model (Q4584665) (← links)
- Asymptotics for ultimate ruin probability in a by-claim risk model (Q4993830) (← links)
- Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims (Q5029938) (← links)
- A consistent estimation of optimal dividend strategy in a risk model with delayed claims (Q5055173) (← links)
- Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force (Q5077505) (← links)
- A Risk Process with Delayed Claims and Constant Dividend Barrier (Q5380533) (← links)
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)
- Large deviations for risk models in which each main claim induces a delayed claim (Q5485916) (← links)
- Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)
- A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* (Q6102193) (← links)
- Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims (Q6117105) (← links)
- Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims (Q6192223) (← links)