Pages that link to "Item:Q692739"
From MaRDI portal
The following pages link to Estimates for the finite-time ruin probability with insurance and financial risks (Q692739):
Displayed 15 items.
- Some properties of the exponential distribution class with applications to risk theory (Q457627) (← links)
- Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
- Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
- Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
- Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory (Q2511569) (← links)
- The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
- Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
- The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
- Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (Q3458129) (← links)
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)