Pages that link to "Item:Q2574612"

The following pages link to Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612):

Displaying 50 items.

• An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
• Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
• The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) (← links)
• Several properties of a nonstandard renewal counting process and their applications (Q2179651) (← links)
• On a closure property of convolution equivalent class of distributions (Q2190030) (← links)
• Large deviations for sums of claims in a general renewal risk model with the regression dependent structure (Q2197625) (← links)
• Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (Q2240667) (← links)
• Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims (Q2244583) (← links)
• Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
• Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure (Q2258707) (← links)
• Precise large deviations for generalized dependent compound renewal risk model with consistent variation (Q2258910) (← links)
• From light tails to heavy tails through multiplier (Q2271715) (← links)
• Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process (Q2298661) (← links)
• Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) (← links)
• Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples (Q2322666) (← links)
• Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
• Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
• Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
• Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
• Asymptotics for the finite-time ruin probability of a risk model with a general counting process (Q2364360) (← links)
• Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
• A note on weighted infinite sums of dependent regularly varying tailed random variables (Q2398402) (← links)
• Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794) (← links)
• Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
• Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508) (← links)
• Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856) (← links)
• Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation (Q2431052) (← links)
• Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060) (← links)
• Finite time ruin probability with heavy-tailed insurance and financial risks (Q2432787) (← links)
• Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (Q2435745) (← links)
• Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← links)
• Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)
• Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) (← links)
• On queues with service and interarrival times depending on waiting times (Q2454678) (← links)
• The subexponentiality of products revisited (Q2463677) (← links)
• The supremum of random walk with negatively associated and heavy-tailed steps (Q2467372) (← links)
• The impact on ruin probabilities of the association structure among financial risks (Q2467388) (← links)
• Ruin probabilities with a Markov chain interest model (Q2485524) (← links)
• Randomly weighted sums with dominated varying-tailed increments and application to risk theory (Q2511569) (← 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)
• Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
• The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) (← links)
• The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
• Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126) (← links)
• Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
• The finite time ruin probability with the same heavy-tailed insurance and financial risks (Q2577656) (← links)
• Some asymptotic results for sums of dependent random variables, with actuarial applications (Q2581774) (← links)
• Subexponentiality of the product of dependent random variables (Q2637372) (← links)
• On pairwise quasi-asymptotically independent random variables and their applications (Q2637381) (← links)