Pages that link to "Item:Q5168698"
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The following pages link to A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698):
Displaying 3 items.
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
- Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
