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.

• Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
• Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
• Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times (Q2667602) (← links)
• The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) (← links)
• Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times (Q2692198) (← links)
• Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933) (← links)
• Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
• Precise large deviations for aggregate claims (Q2815967) (← links)
• Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims (Q2817162) (← links)
• Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) (← links)
• Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
• On beta-product convolutions (Q2868597) (← links)
• Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models (Q2873942) (← links)
• Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks (Q2876190) (← links)
• Risk measures and multivariate extensions of Breiman's theorem (Q2897148) (← links)
• On stochastic difference equations in insurance ruin theory (Q2902286) (← links)
• Uniform asymptotics for discounted aggregate claims in dependent risk models (Q2923428) (← links)
• Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (Q2979013) (← links)
• Precise large deviations of aggregate claims in a compound size-dependent renewal risk model (Q2979585) (← links)
• Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails (Q2979978) (← links)
• Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails (Q2980120) (← links)
• The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables (Q3067835) (← links)
• Ruin probabilities in a discrete time risk model with dependent risks of heavy tail (Q3077737) (← links)
• The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
• The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
• Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
• Coherent Risk Measures Under Dominated Variation (Q3193129) (← links)
• Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (Q3458129) (← links)
• Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295) (← links)
• The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667) (← links)
• Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
• The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks (Q4563467) (← links)
• Asymptotics for a discrete-time risk model with Gamma-like insurance risks (Q4575366) (← links)
• Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
• Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
• Discrete time ruin probability with Parisian delay (Q4577208) (← links)
• Precise local large deviations for heavy-tailed random sums with applications to risk models (Q4583614) (← links)
• Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
• (Q4691162) (← links)
• Precise large deviations for sums of random variables with consistently varying tails (Q4819438) (← links)
• Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
• Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model (Q4916402) (← links)
• A note on the tail behavior of randomly weighted and stopped dependent sums (Q4968012) (← links)
• A note on the asymptotics for the randomly stopped weighted sums (Q4968186) (← links)
• Moderate deviations for sums of dependent claims in a size-dependent renewal risk model (Q4976205) (← links)
• Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails (Q4981822) (← links)
• Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes (Q5028925) (← links)
• A note on product-convolution for generalized subexponential distributions (Q5046694) (← links)
• Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate (Q5076950) (← links)
• Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)