Pages that link to "Item:Q1265920"

The following pages link to Ruin probabilities in perturbed risk models (Q1265920):

Displaying 39 items.

• Ruin problems in the generalized Erlang(\(n\)) risk model (Q303743) (← links)
• Risk models with stochastic premium and ruin probability estimation (Q487109) (← links)
• Impact of the stability bound choice on the approximation of ruin probabilities (Q505603) (← links)
• Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
• Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
• Monitoring risk in a ruin model perturbed by diffusion (Q745469) (← links)
• On preserving the limit points of corresponding objects (Q777134) (← links)
• Tail asymptotics for the maximum of perturbed random walk (Q862212) (← links)
• Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
• Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model (Q874849) (← links)
• A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
• Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (Q989824) (← links)
• A new aspect of a risk process and its statistical inference (Q1003819) (← links)
• Precise large deviations for dependent random variables with heavy tails (Q1017834) (← links)
• Ruin probabilities in the mixed claim frequency risk models (Q1718101) (← links)
• Ruin probability for a portfolio including options (Q1850774) (← links)
• Characterizations on heavy-tailed distributions by means of hazard rate. (Q1873591) (← links)
• Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique (Q1962823) (← links)
• A renewal theorem and supremum of a perturbed random walk (Q1990051) (← links)
• Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621) (← links)
• Explicit ruin formulas for models with dependence among risks (Q2276228) (← links)
• Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
• Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121) (← links)
• Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
• (Q4255173) (← links)
• Precise large deviations for sums of random variables with consistently varying tails (Q4819438) (← links)
• On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Q4819440) (← links)
• Stochastic differential equations for ruin probabilities (Q4833720) (← links)
• Ruin probabilities via local adjustment coefficients (Q4858680) (← links)
• Ruin probabilities for risk processes in a bipartite network (Q4988559) (← links)
• On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion (Q5018722) (← links)
• Upper bounds for ruin probabilities under model uncertainty (Q5076913) (← links)
• The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate (Q5077961) (← links)
• (Q5282536) (← links)
• (Q5444788) (← links)
• A Functional Approach for Ruin Probabilities (Q5446505) (← links)
• Diffusion approximations for the maximum of a perturbed random walk (Q5697196) (← links)
• Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion (Q5938024) (← links)
• On the ruin probabilities for a general perturbed renewal risk process (Q6116895) (← links)