Pages that link to "Item:Q1265920"

The following pages link to Ruin probabilities in perturbed risk models (Q1265920):

Displaying 20 items.

• Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
• On preserving the limit points of corresponding objects (Q777134) (← links)
• Tail asymptotics for the maximum of perturbed random walk (Q862212) (← links)
• Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
• A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
• Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (Q989824) (← links)
• A new aspect of a risk process and its statistical inference (Q1003819) (← links)
• Precise large deviations for dependent random variables with heavy tails (Q1017834) (← links)
• Characterizations on heavy-tailed distributions by means of hazard rate. (Q1873591) (← links)
• A renewal theorem and supremum of a perturbed random walk (Q1990051) (← links)
• Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621) (← links)
• Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
• Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121) (← links)
• Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
• Precise large deviations for sums of random variables with consistently varying tails (Q4819438) (← links)
• On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Q4819440) (← links)
• On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion (Q5018722) (← links)
• The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate (Q5077961) (← links)
• Diffusion approximations for the maximum of a perturbed random walk (Q5697196) (← links)
• Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion (Q5938024) (← links)