Pages that link to "Item:Q5430548"

The following pages link to Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation (Q5430548):

Displaying 35 items.

• Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
• Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
• Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (Q392997) (← links)
• Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims (Q410562) (← links)
• A note on a dependent risk model with constant interest rate (Q434700) (← links)
• The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims (Q459487) (← links)
• Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (Q485877) (← links)
• Asymptotics of discounted aggregate claims for renewal risk model with risky investment (Q550048) (← links)
• Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
• Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims (Q844862) (← links)
• The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463) (← links)
• Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times (Q967985) (← links)
• Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612) (← links)
• Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
• Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← 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)
• Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
• Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794) (← links)
• Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508) (← links)
• Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation (Q2431052) (← links)
• Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126) (← links)
• Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier (Q2518954) (← links)
• Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims (Q2817162) (← links)
• Extremes on the discounted aggregate claims in a time dependent risk model (Q3077753) (← links)
• The finite-time ruin probability of the compound Poisson model with constant interest force (Q3367735) (← links)
• Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← links)
• Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate (Q5076950) (← links)
• Uniform asymptotics for the compound risk model with dependence structures and constant force of interest (Q5086902) (← links)
• Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails (Q5245042) (← links)
• Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate (Q5454668) (← links)
• Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals (Q6054128) (← links)
• On the ruin probabilities for a general perturbed renewal risk process (Q6116895) (← links)