The following pages link to (Q3228000):
Displayed 7 items.
- The moments of ruin time in the classical risk model with discrete claim size distribution (Q1277810) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- First passage times of general sequences of random vectors: A large deviations approach (Q1807272) (← links)
- Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535) (← links)
- Gaussian risk models with financial constraints (Q4576907) (← links)
- Tools to Estimate the First Passage Time to a Convex Barrier (Q5312841) (← links)
- The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (Q5430555) (← links)