Pages that link to "Item:Q882463"
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The following pages link to The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463):
Displaying 50 items.
- Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
- A Lundberg-type inequality for an inhomogeneous renewal risk model (Q340773) (← 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)
- A note on a dependent risk model with constant interest rate (Q434700) (← links)
- Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (Q485877) (← links)
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← links)
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
- The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims (Q606341) (← links)
- Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest (Q610745) (← links)
- Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times (Q646758) (← links)
- Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims (Q844862) (← links)
- The finite-time ruin probability for ND claims with constant interest force (Q956402) (← links)
- Ruin probability in a one-sided linear model with constant interest rate (Q962025) (← links)
- Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times (Q967985) (← links)
- Ruin probability of the renewal model with risky investment and large claims (Q1042994) (← links)
- The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← 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)
- Asymptotics for heavy-tailed renewal-reward processes and applications to risk processes and heavy traffic networks (Q2032337) (← links)
- Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
- Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
- Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
- Asymptotics for the finite-time ruin probability of a risk model with a general counting process (Q2364360) (← links)
- Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794) (← links)
- Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060) (← 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)
- The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) (← links)
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126) (← links)
- On pairwise quasi-asymptotically independent random variables and their applications (Q2637381) (← links)
- Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims (Q2691358) (← 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)
- Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models (Q2923428) (← links)
- Infinite-time absolute ruin in dependent renewal risk models with constant force of interest (Q2976123) (← links)
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
- Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
- Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← links)
- Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes (Q5028925) (← links)
- Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims (Q5076883) (← links)
- Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate (Q5076950) (← links)
- The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims (Q5079815) (← 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)
- Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model (Q5443731) (← links)
