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):
Displaying 50 items.
- Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) (← links)
- Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model (Q277256) (← links)
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- A Lundberg-type inequality for an inhomogeneous renewal risk model (Q340773) (← links)
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
- Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process (Q523905) (← links)
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
- 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 evaluation of finite-time ruin probabilities in a dependent risk model (Q668925) (← links)
- On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← links)
- On the probability of ruin in the compound Poisson risk model with potentially delayed claims (Q742099) (← links)
- A copula model for marked point processes (Q746484) (← links)
- A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
- On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) (← links)
- The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
- The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier (Q1724837) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← 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)
- Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← links)
- Risk models with dependence between claim occurrences and severities for Atlantic hurricanes (Q2015481) (← links)
- Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims (Q2070151) (← links)
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (Q2128938) (← links)
- On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
- Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836) (← links)
- Large deviations for sums of claims in a general renewal risk model with the regression dependent structure (Q2197625) (← links)
- Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims (Q2244583) (← links)
- On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← 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)
- The order-statistic claim process with dependent claim frequencies and severities (Q2320793) (← links)
- A note on compound renewal risk models with dependence (Q2345669) (← links)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← 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)
- Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← links)
- Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time (Q2453866) (← links)
- Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458) (← links)
- Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
- Dependence and the asymptotic behavior of large claims reinsurance (Q2518544) (← links)
- Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information (Q2656993) (← links)
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times (Q2657010) (← links)
