Pages that link to "Item:Q4576955"

The following pages link to Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955):

Displaying 13 items.

• A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model (Q1644178) (← links)
• Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
• Measuring the tail risk: an asymptotic approach (Q1746754) (← links)
• The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
• Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
• Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
• Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors (Q2246476) (← links)
• Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
• Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
• Optimal Control and Sensitivity Analysis for Two Risk Models (Q2816670) (← links)
• STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
• Generalized moments of sums with heavy-tailed random summands (Q6054047) (← links)
• Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)