Pages that link to "Item:Q880855"

The following pages link to Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory (Q880855):

Displaying 12 items.

• On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847) (← links)
• Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
• On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
• Uniform estimate for the tail probabilities of randomly weighted sums (Q477566) (← links)
• The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309) (← links)
• The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims (Q606341) (← links)
• Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
• On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← links)
• Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
• Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103) (← links)
• Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
• Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)