Pages that link to "Item:Q704406"
From MaRDI portal
The following pages link to A ruin model with dependence between claim sizes and claim intervals (Q704406):
Displaying 50 items.
- On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064) (← links)
- Criterion of semi-Markov dependent risk model (Q477832) (← links)
- On compound sums under dependence (Q506094) (← links)
- On the expected discounted penalty function in a delayed-claims risk model (Q511156) (← links)
- A ruin model with random income and dependence between claim sizes and claim intervals (Q601953) (← links)
- Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- A perturbed risk model with dependence between premium rates and claim sizes (Q659158) (← links)
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
- Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
- On the evaluation of finite-time ruin probabilities in a dependent risk model (Q668925) (← links)
- On the probability of ruin in the compound Poisson risk model with potentially delayed claims (Q742099) (← links)
- On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
- Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← links)
- On the Markov-dependent risk model with tax (Q904133) (← links)
- Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) (← links)
- On a risk model with dependence between claim sizes and claim intervals (Q947167) (← links)
- On a risk model with stochastic premiums income and dependence between income and loss (Q964929) (← links)
- Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) (← links)
- A discrete-time ruin model with dependence between interclaim arrivals and claim sizes (Q1625734) (← links)
- Core of the reinsurance market with dependent risks (Q1655918) (← links)
- The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
- Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
- On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
- Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
- Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- Large time asymptotic of heavy tailed renewal processes (Q2067196) (← links)
- On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
- On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
- Analysis of IBNR liabilities with interevent times depending on claim counts (Q2152242) (← links)
- On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes (Q2252704) (← links)
- Stability analysis of a general state-dependent multiserver queue (Q2256037) (← links)
- Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
- On bivariate compound sums (Q2332682) (← links)
- A ruin model with compound Poisson income and dependence between claim sizes and claim intervals (Q2355360) (← links)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
- A note on discounted compound renewal sums under dependency (Q2442513) (← links)
- Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time (Q2453866) (← links)
- Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes (Q2514625) (← links)
- Dependence and the asymptotic behavior of large claims reinsurance (Q2518544) (← links)
- Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
- On the compound Poisson risk model with dependence and a threshold dividend strategy (Q2637365) (← links)
- Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
- A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
- A unifying approach to the analysis of business with random gains (Q2866303) (← links)
- On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
- On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
