Pages that link to "Item:Q2492175"

The following pages link to On the first time of ruin in the bivariate compound Poisson model (Q2492175):

Displaying 42 items.

• Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims (Q277262) (← links)
• Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
• Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
• Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
• Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
• A ruin model with random income and dependence between claim sizes and claim intervals (Q601953) (← links)
• The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails (Q645446) (← links)
• Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
• A new general class of discrete bivariate distributions constructed by using the likelihood ratio (Q779674) (← links)
• On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
• Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model (Q1936035) (← 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)
• Compound vectors of subordinators and their associated positive Lévy copulas (Q2022558) (← links)
• A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
• Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
• Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052) (← links)
• Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152) (← links)
• Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
• Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
• Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
• Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
• Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (Q2520452) (← links)
• Ruin probabilities in Cox risk models with two dependent classes of business (Q2644356) (← links)
• A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
• Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) (← links)
• Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
• Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (Q2979013) (← links)
• A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
• Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model (Q3451765) (← 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)
• Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
• Two-dimensional ruin probability for subexponential claim size (Q4578300) (← links)
• Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence (Q5086717) (← links)
• On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate (Q5299559) (← links)
• Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion (Q5346595) (← links)
• OPTIMAL MEAN–VARIANCE REINSURANCE WITH COMMON SHOCK DEPENDENCE (Q5369466) (← links)
• Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
• Bayesian and non-Bayesian estimation of four-parameter of bivariate discrete inverse Weibull distribution with applications to model failure times, football and biological data (Q5866187) (← links)
• On Two General Classes of Discrete Bivariate Distributions (Q5885384) (← links)