Pages that link to "Item:Q3987848"
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The following pages link to Moving averages with random coefficients and random coefficient autoregressive models (Q3987848):
Displaying 5 items.
- Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims (Q6044209) (← links)
- Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims (Q6096161) (← links)
- Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
- Uniform approximation for the tail behavior of bidimensional randomly weighted sums (Q6164858) (← links)
- Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)