Pages that link to "Item:Q1879535"
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The following pages link to Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535):
Displayed 38 items.
- Randomly weighted sums of dependent subexponential random variables (Q392984) (← links)
- On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
- The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
- Estimates for the finite-time ruin probability with insurance and financial risks (Q692739) (← links)
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
- A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325) (← links)
- Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory (Q886118) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)
- Large deviations for generalized compound Poisson risk models and its bankruptcy moments (Q1777552) (← links)
- On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
- Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883) (← links)
- Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
- Finite time ruin probability with heavy-tailed insurance and financial risks (Q2432787) (← links)
- The impact on ruin probabilities of the association structure among financial risks (Q2467388) (← links)
- Ruin probabilities with a Markov chain interest model (Q2485524) (← links)
- Ruin probability in the presence of risky investments (Q2490060) (← links)
- A nonhomogeneous risk model for insurance (Q2494797) (← links)
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612) (← links)
- The finite time ruin probability with the same heavy-tailed insurance and financial risks (Q2577656) (← links)
- On stochastic difference equations in insurance ruin theory (Q2902286) (← links)
- Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452) (← links)
- Ruin probabilities in a discrete time risk model with dependent risks of heavy tail (Q3077737) (← links)
- The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
- The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
- Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (Q5430557) (← links)
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) (← links)
- Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) (← links)
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation (Q5478907) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)