Pages that link to "Item:Q2920000"
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The following pages link to Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000):
Displaying 8 items.
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate (Q2792301) (← links)
- Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
- Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (Q2979013) (← links)
- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
- The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
- Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals (Q6054128) (← links)
- Asymptotics for the random time ruin probability with non stationary arrivals and Brownian perturbation (Q6549196) (← links)
