Pages that link to "Item:Q655506"
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The following pages link to Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506):
Displaying 29 items.
- Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) (← links)
- On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
- The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143) (← links)
- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) (← links)
- Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
- Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (Q2240667) (← links)
- Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors (Q2246476) (← links)
- Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
- Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794) (← links)
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
- Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458) (← links)
- Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times (Q2628198) (← links)
- The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) (← links)
- Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models (Q2923428) (← links)
- Asymptotics for large claims reinsurance in a time-dependent renewal risk model (Q4576778) (← links)
- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
- Asymptotics for ultimate ruin probability in a by-claim risk model (Q4993830) (← links)
- Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes (Q5028925) (← links)
- Uniform asymptotics for discounted aggregate claims in dependent multi-risk model (Q5078279) (← links)
- Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
- The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
- Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)
