Pages that link to "Item:Q5489004"
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The following pages link to Exponential Behavior in the Presence of Dependence in Risk Theory (Q5489004):
Displayed 27 items.
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- A perturbed risk model with dependence between premium rates and claim sizes (Q659158) (← links)
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
- Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
- On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
- Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) (← links)
- On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
- Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
- Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
- Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (Q2276246) (← links)
- A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
- Risk processes with dependence and premium adjusted to solvency targets (Q2391937) (← links)
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (Q2435745) (← links)
- A note on discounted compound renewal sums under dependency (Q2442513) (← links)
- On the analysis of a general class of dependent risk processes (Q2444713) (← links)
- Dependence and the asymptotic behavior of large claims reinsurance (Q2518544) (← links)
- On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420) (← links)
- A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
- On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
- Ruin probabilities in models with a Markov chain dependence structure (Q2868616) (← links)
- Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000) (← links)
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
- Extremes on the discounted aggregate claims in a time dependent risk model (Q3077753) (← links)
- Analysis of ruin measures for the classical compound Poisson risk model with dependence (Q3103206) (← links)
- On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
- Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)