Pages that link to "Item:Q988103"
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The following pages link to Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103):
Displaying 7 items.
- On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
- Uniform estimate for the tail probabilities of randomly weighted sums (Q477566) (← links)
- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
- An exponential martingale for compound Poisson process with latent variable and its applications (Q904135) (← links)
- Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
