Pages that link to "Item:Q1613645"
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The following pages link to On the ruin probabilities in a general economic environment (Q1613645):
Displaying 20 items.
- 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)
- Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
- Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process (Q4576906) (← 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)
- Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
- A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
- A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
- ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
- Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (Q5430560) (← links)
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) (← links)
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation (Q5478907) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)
- Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)
- Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)
- On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching (Q6630461) (← links)
