Pages that link to "Item:Q530309"
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The following pages link to The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309):
Displayed 8 items.
- Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
- The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (Q5154066) (← links)
- On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property (Q6118239) (← links)
- On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance (Q6167554) (← links)