Pages that link to "Item:Q2492175"
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The following pages link to On the first time of ruin in the bivariate compound Poisson model (Q2492175):
Displayed 29 items.
- Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims (Q277262) (← links)
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
- Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
- Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
- A ruin model with random income and dependence between claim sizes and claim intervals (Q601953) (← links)
- The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails (Q645446) (← links)
- Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
- On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
- Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model (Q1936035) (← links)
- Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) (← links)
- Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440) (← links)
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
- Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
- Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (Q2520452) (← links)
- Ruin probabilities in Cox risk models with two dependent classes of business (Q2644356) (← links)
- Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) (← links)
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
- Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (Q2979013) (← links)
- A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
- Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model (Q3451765) (← links)
- On the first time of ruin in two-dimensional discrete time risk model with dependent claim occurrences (Q4563539) (← links)
- Ruin probabilities in multivariate risk models with periodic common shock (Q4575458) (← links)
- Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
- Two-dimensional ruin probability for subexponential claim size (Q4578300) (← links)
- On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate (Q5299559) (← links)
- Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion (Q5346595) (← links)
- OPTIMAL MEAN–VARIANCE REINSURANCE WITH COMMON SHOCK DEPENDENCE (Q5369466) (← links)