Pages that link to "Item:Q1343592"
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The following pages link to Large claims approximations for risk processes in a Markovian environment (Q1343592):
Displaying 23 items.
- Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
- Tandem queues with subexponential service times and finite buffers (Q600897) (← links)
- Moments of claims in a Markovian environment (Q882474) (← links)
- Small-time ruin for a financial process modulated by a Harris recurrent Markov chain (Q1003334) (← links)
- Ruin probabilities in perturbed risk models (Q1265920) (← links)
- Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- Sampling at subexponential times, with queueing applications (Q1593601) (← links)
- Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
- Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains (Q2411184) (← links)
- Upper and lower bounds for the solutions of Markov renewal equations (Q2433241) (← links)
- Subexponential Asymptotics of the Stationary Distributions of GI/G/1-Type Markov Chains (Q2841133) (← links)
- On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← links)
- On a Generalization of the Risk Model with Markovian Claim Arrivals (Q3094229) (← links)
- Modelling of extremal events in insurance and finance (Q4289816) (← links)
- (Q4490314) (← links)
- On the subexponential properties in stationary single-server queues: a Palm-martingale approach (Q4662243) (← links)
- Ruin Problems with Worsening Risks or with Infinite Mean Claims (Q4981888) (← links)
- Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations (Q5066876) (← links)
- Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
- Critical sizing of LRU caches with dependent requests (Q5441519) (← links)
- Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type (Q5694154) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)
