Pages that link to "Item:Q997098"
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The following pages link to On the ruin probabilities of a bidimensional perturbed risk model (Q997098):
Displaying 18 items.
- RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS (Q5051222) (← links)
- Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times (Q5077384) (← links)
- Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals (Q5077974) (← links)
- General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)
- Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence (Q5086717) (← links)
- (Q5127860) (← links)
- On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate (Q5299559) (← links)
- (Q5498168) (← links)
- Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation (Q5863683) (← links)
- Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims (Q6080803) (← links)
- On the ruin probabilities for a general perturbed renewal risk process (Q6116895) (← links)
- Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
- Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)
- Ruin probabilities as functions of the roots of a polynomial (Q6166247) (← links)
- Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims (Q6542582) (← links)
- Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return (Q6579745) (← links)
- Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns (Q6647783) (← links)
- Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation (Q6670086) (← links)
