Pages that link to "Item:Q1419399"
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The following pages link to Multirisks model and finite-time ruin probabilities (Q1419399):
Displaying 27 items.
- Risk models with stochastic premium and ruin probability estimation (Q487109) (← links)
- Ruin probabilities for a risk model with two classes of claims (Q606333) (← links)
- Finite-time ruin probability in the inhomogeneous claim case (Q619331) (← links)
- On the evaluation of finite-time ruin probabilities in a dependent risk model (Q668925) (← links)
- Another look at the Picard--Lefèvre formula for finite-time ruin probabilities (Q704403) (← links)
- On finite-time ruin probabilities in a generalized dual risk model with dependence (Q726237) (← links)
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
- An optimization approach to adaptive multi-dimensional capital management (Q1757615) (← links)
- Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique (Q1962823) (← links)
- Survival probabilities in bivariate risk models, with application to reinsurance (Q2015629) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
- Uncertain insurance risk process with multiple classes of claims (Q2183000) (← links)
- Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
- Dependence properties and bounds for ruin probabilities in multivariate compound risk models (Q2370525) (← links)
- Multivariate risk model of phase type (Q2485539) (← links)
- A nonhomogeneous risk model for insurance (Q2494797) (← links)
- Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394) (← links)
- Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
- Supermodular comparison of time-to-ruin random vectors (Q2642480) (← links)
- Ruin probabilities in Cox risk models with two dependent classes of business (Q2644356) (← links)
- (Q3644702) (← links)
- Problèmes de ruine en théorie du risque à temps discret avec horizon fini (Q4462687) (← links)
- Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259) (← links)
- Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims (Q6096161) (← links)
- Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities (Q6143887) (← links)
- Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails (Q6534696) (← links)
