The following pages link to Ruin theory in the linear model (Q1836459):
Displaying 26 items.
- Ruin problems for an autoregressive risk model with dependent rates of interest (Q426430) (← links)
- Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
- Long strange segments, ruin probabilities and the effect of memory on moving average processes (Q608211) (← links)
- Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← links)
- Exponential bounds for ruin probability in two moving average risk models with constant interest rate (Q925963) (← links)
- Large deviations for Bayesian estimators in first-order autoregressive processes (Q974525) (← links)
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (Q981000) (← links)
- A time-series risk model with constant interest for dependent classes of business (Q997080) (← links)
- A class of autoregressive models for predicting the final claims amount (Q1059357) (← links)
- Approximation of the initial reserve for known ruin probabilities (Q1089712) (← links)
- The probability of ruin in a process with dependent increments (Q1182770) (← links)
- The linear model revisited (Q1182773) (← links)
- Asymptotic ruin probabilities for risk processes with dependent increments. (Q1413275) (← links)
- Ruin probabilities for time-correlated claims in the compound binomial model. (Q1413282) (← links)
- On the typical level crossing time and path (Q1899259) (← links)
- Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model (Q1904996) (← links)
- Risk models based on time series for count random variables (Q2276203) (← links)
- On boundedness and stability of solutions of nonlinear difference equation with nonmartingale type noise (Q2761810) (← links)
- Upper bounds for ruin probabilities in two dependent risk models under rates of interest (Q3103155) (← links)
- Exchangeable claim sizes in a compound Poisson-type process (Q3103175) (← links)
- The linear growth credibility model (Q3221244) (← links)
- Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
- UPPER BOUNDS FOR RUIN PROBABILITY UNDER TIME SERIES MODELS (Q3591544) (← links)
- Impact of Underwriting Cycles on the Solvency of an Insurance Company (Q5029078) (← links)
- A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
- Approximation der Ruinwahrscheinlichkeit bei diskreter Zeit mittels eines Resultats von A. Wald (Q5422778) (← links)
