Pages that link to "Item:Q659236"
From MaRDI portal
The following pages link to Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236):
Displaying 9 items.
- Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) (← links)
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
- Ruin probabilities of a bidimensional risk model with investment (Q654490) (← links)
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
- Large deviations for the stochastic present value of aggregate claims in the renewal risk model (Q893915) (← links)
- The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
