Pages that link to "Item:Q421837"
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The following pages link to On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837):
Displaying 12 items.
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
- Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
- The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
- Asymptotics for the partial sum and its maximum of dependent random variables (Q2627903) (← links)
- Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
- On extremal behavior of aggregation of largest claims (Q2980148) (← links)
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
- Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
- On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance (Q6167554) (← links)
