Pages that link to "Item:Q2518545"
From MaRDI portal
The following pages link to Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545):
Displaying 16 items.
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (Q659157) (← links)
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
- Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← links)
- Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
- From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital (Q2275826) (← links)
- Solvency need resulting from reserving risk in a ORSA context (Q2282735) (← links)
- Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← links)
- Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
- A survey of some recent results on Risk Theory (Q3451729) (← links)
- Computing finite-time survival probabilities using multinomial approximations of risk models (Q4576904) (← links)
- De Vylder type approximation of the ruin probability for the insurer-reinsurer model (Q5135656) (← links)
- EXOGENOUS AND ENDOGENOUS RISK FACTORS MANAGEMENT TO PREDICT SURRENDER BEHAVIOURS (Q5398356) (← links)
