Pages that link to "Item:Q907381"

The following pages link to Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381):

Displaying 11 items.

• Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
• The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (Q5154066) (← links)
• A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
• ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)
• The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
• Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors (Q6139261) (← links)
• Revisiting the product of random variables (Q6159086) (← links)
• Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)
• Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns (Q6169364) (← links)
• Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion (Q6550287) (← links)
• Asymptotics for value at risk and conditional tail expectation of a portfolio loss (Q6579530) (← links)