Pages that link to "Item:Q2445359"
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The following pages link to Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359):
Displaying 50 items.
- Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model (Q277256) (← links)
- On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847) (← links)
- Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process (Q289963) (← links)
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
- Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process (Q523905) (← links)
- Random difference equations with subexponential innovations (Q525896) (← links)
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
- On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← links)
- A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
- Web renewal counting processes and their applications in insurance (Q824803) (← links)
- A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model (Q1644178) (← links)
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← 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)
- Precise large deviations for random sums of END real-valued random variables with consistent variation (Q1947327) (← links)
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model (Q2046237) (← links)
- Comment on the work of Zhang et al. ``Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process'' (Q2067938) (← links)
- Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (Q2128938) (← links)
- Several properties of a nonstandard renewal counting process and their applications (Q2179651) (← links)
- Large deviations for sums of claims in a general renewal risk model with the regression dependent structure (Q2197625) (← links)
- Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (Q2240667) (← links)
- Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors (Q2246476) (← links)
- Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
- The exponential moment tail of inhomogeneous renewal process (Q2343620) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model (Q2422594) (← links)
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (Q2435745) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458) (← links)
- The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) (← links)
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times (Q2657010) (← links)
- Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times (Q2667602) (← links)
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times (Q2692198) (← links)
- Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times (Q2694880) (← links)
- Precise large deviations for aggregate claims (Q2815967) (← links)
- Precise large deviations of aggregate claim amount in a dependent renewal risk model (Q2978999) (← links)
- Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (Q2979013) (← links)
- Precise large deviations of aggregate claims in a compound size-dependent renewal risk model (Q2979585) (← links)
- SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)
- Asymptotics for large claims reinsurance in a time-dependent renewal risk model (Q4576778) (← links)
- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
- Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals (Q4638736) (← links)
- Moderate deviations for sums of dependent claims in a size-dependent renewal risk model (Q4976205) (← links)
- Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims (Q5077245) (← links)
- Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
- Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force (Q5080280) (← links)
- Uniform asymptotics for the compound risk model with dependence structures and constant force of interest (Q5086902) (← links)
- Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails (Q5245042) (← links)
- Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)
