Pages that link to "Item:Q1374626"
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The following pages link to Large deviations results for subexponential tails, with applications to insurance risk (Q1374626):
Displaying 5 items.
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)
- Refined behaviour of a conditioned random walk in the large deviations regime (Q6178565) (← links)
- Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes (Q6615470) (← links)