Pages that link to "Item:Q1413403"
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The following pages link to Some results on ruin probabilities in a two-dimensional risk model. (Q1413403):
Displaying 50 items.
- On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847) (← links)
- On a multi-dimensional risk model with regime switching (Q320264) (← links)
- Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (Q383966) (← links)
- A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
- A bivariate risk model with mutual deficit coverage (Q495458) (← links)
- Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
- Ruin probabilities for a risk model with two classes of claims (Q606333) (← links)
- On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← links)
- Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
- On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
- Survival probability for a two-dimensional risk model (Q1023117) (← links)
- Modelling of marginally regular bivariate counting process and its application to shock model (Q1739332) (← links)
- Continuity inequalities for multidimensional renewal risk models (Q1799633) (← links)
- Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model (Q1936035) (← links)
- Survival probabilities in bivariate risk models, with application to reinsurance (Q2015629) (← links)
- Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) (← links)
- Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440) (← links)
- A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
- Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims (Q2168589) (← links)
- Uncertain insurance risk process with multiple classes of claims (Q2183000) (← links)
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
- Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
- Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times (Q2347095) (← links)
- Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
- Dependence properties and bounds for ruin probabilities in multivariate compound risk models (Q2370525) (← links)
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
- A state dependent reinsurance model (Q2397864) (← links)
- Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794) (← links)
- Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
- Multivariate risk model of phase type (Q2485539) (← links)
- Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- Strong stability in a two-dimensional classical risk model with independent claims (Q3077752) (← links)
- A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
- A Markov Risk Model with Two Classes of Insurance Business (Q3114573) (← links)
- Queues and Risk Models with Simultaneous Arrivals (Q3191824) (← links)
- Log-concavity of the extremes from Gumbel bivariate exponential distributions (Q3409020) (← links)
- Risk Processes with Interest Force in Markovian Environment (Q3653123) (← links)
- On the first time of ruin in two-dimensional discrete time risk model with dependent claim occurrences (Q4563539) (← links)
- Ruin probabilities in multivariate risk models with periodic common shock (Q4575458) (← links)
- On multivariate modifications of Cramer–Lundberg risk model with constant intensities (Q4622811) (← links)
- Ruin probability in a two-dimensional model with correlated Brownian motions (Q5003356) (← links)
- ON A MULTIVARIATE GENERALIZED POLYA PROCESS WITHOUT REGULARITY PROPERTY (Q5070867) (← links)
- Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals (Q5077974) (← links)
- A Dynamic Contagion Risk Model with Recovery Features (Q5085147) (← links)
- A new class of marginally regular multivariate counting processes generated by the mixture of multivariate Poisson processes (Q5092669) (← links)
