Pages that link to "Item:Q3795116"

The following pages link to Entropy, a useful concept in risk theory (Q3795116):

Displaying 14 items.

• On the generalized cumulative residual entropy with applications in actuarial science (Q313600) (← links)
• Hitting probabilities and large deviations (Q674519) (← links)
• Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory (Q886118) (← links)
• Exponential bounds for queues with Markovian arrivals (Q1339076) (← links)
• Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
• Large deviations of random vector fields with applications to economics (Q1586919) (← links)
• On the ruin probabilities in a general economic environment (Q1613645) (← 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)
• On the typical level crossing time and path (Q1899259) (← links)
• Two maxentropic approaches to determine the probability density of compound risk losses (Q2347057) (← links)
• Finite-time Lundberg inequalities in the Cox case (Q3142172) (← links)
• Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
• Large Deviations for a Damped Telegraph Process (Q3193134) (← links)