Pages that link to "Item:Q3074498"
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The following pages link to Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498):
Displayed 18 items.
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
- Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891) (← links)
- Tail probability of randomly weighted sums of subexponential random variables under a dependence structure (Q452892) (← links)
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- Ruin probabilities of a bidimensional risk model with investment (Q654490) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
- Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
- Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (Q2435745) (← links)
- A note on discounted compound renewal sums under dependency (Q2442513) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← links)
- Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) (← links)
- Subexponentiality of the product of dependent random variables (Q2637372) (← links)
- On pairwise quasi-asymptotically independent random variables and their applications (Q2637381) (← links)
- Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000) (← links)