Pages that link to "Item:Q1054107"
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The following pages link to Estimates for the probability of ruin with special emphasis on the possibility of large claims (Q1054107):
Displaying 50 items.
- A Lundberg-type inequality for an inhomogeneous renewal risk model (Q340773) (← links)
- Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- How to measure the accuracy of the subexponential approximation for the stationary single server queue (Q383190) (← links)
- Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
- Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
- Exact tail asymptotics of a queue with LRD input traffic (Q487102) (← links)
- Exact tail asymptotics of a tandem queue with LRD service times (Q487112) (← links)
- Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series (Q508723) (← links)
- On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case (Q535208) (← links)
- Uniform approximations for the \(M/G/1\) queue with subexponential processing times (Q543561) (← links)
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- Asymptotics of discounted aggregate claims for renewal risk model with risky investment (Q550048) (← links)
- Approximations for stop-loss premiums (Q578833) (← links)
- Tandem queues with subexponential service times and finite buffers (Q600897) (← links)
- Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
- Local subexponentiality and self-decomposability (Q616260) (← links)
- On asymptotics of deficit distribution and its moments at the time of ruin (Q619344) (← links)
- Nonparametric statistical analysis of an upper bound of the ruin probability under large claims (Q650744) (← links)
- Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749) (← links)
- Ruin probability in the presence of interest earnings and tax payments (Q659105) (← links)
- On ruin probability and aggregate claim representations for Pareto claim size distributions (Q659155) (← links)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
- Asymptotic ordering of risks and ruin probabilities (Q689566) (← links)
- The asymptotic behavior of the ruin probability within a random horizon (Q705091) (← links)
- Sensitivity analysis on ruin probabilities with heavy-tailed claims (Q713634) (← links)
- A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
- Bounds for classical ruin probabilities (Q799061) (← links)
- Computing ruin probability in the classical risk model (Q845482) (← links)
- Second-order asymptotics of ruin probabilities for semiexponential claims (Q847904) (← links)
- A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325) (← links)
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
- Second order behaviour of ruin probabilities in the case of large claims (Q882874) (← links)
- A new class of large claim size distributions: definition, properties, and ruin theory (Q888489) (← links)
- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
- Phantom distribution functions for some stationary sequences (Q897845) (← links)
- Nonparametric estimators for the probability of ruin (Q923576) (← links)
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
- Convolution equivalence and distributions of random sums (Q946482) (← links)
- An asymptotic expansion for the tail of compound sums of Burr distributed random variables (Q962019) (← links)
- Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
- On lower limits and equivalences for distribution tails of randomly stopped sums (Q1002559) (← links)
- Asymptotic results for heavy-tailed distributions using defective renewal equations (Q1009712) (← links)
- Nonparametric estimation of ruin probabilities given a random sample of claims (Q1019521) (← links)
- On upper bounds for the tail distribution of geometric sums of subexponential random variables (Q1039620) (← links)
- Approximation and estimation of some compound distributions (Q1069255) (← links)
- Estimates for the probability of ruin starting with a large initial reserve (Q1085556) (← links)
- Ruin estimates for large claims (Q1116613) (← links)
- Computational methods in risk theory: a matrix-algorithmic approach (Q1185319) (← links)
- Modeling large claims in non-life insurance (Q1199961) (← links)
