Pages that link to "Item:Q1945612"
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The following pages link to Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612):
Displaying 13 items.
- Estimates for the finite-time ruin probability of a time-dependent risk model with a Brownian perturbation (Q6534849) (← links)
- Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims (Q6542582) (← links)
- Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions (Q6544208) (← links)
- Asymptotics for the random time ruin probability with non stationary arrivals and Brownian perturbation (Q6549196) (← links)
- Large deviations for some dependent heavy tailed random sequences (Q6550097) (← links)
- Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains (Q6579370) (← links)
- Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples (Q6581336) (← links)
- Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences (Q6589367) (← links)
- Precise large deviations of aggregate claims in bidimensional risk model with dependence structures (Q6641324) (← links)
- The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples (Q6646225) (← links)
- The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications (Q6648831) (← links)
- Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples (Q6654097) (← links)
- Mean convergence theorems for the maximum normed partial sums of random vectors in Hilbert spaces under a general condition of weighted integrability (Q6656835) (← links)
