Pages that link to "Item:Q1716939"

The following pages link to Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939):

Displaying 28 items.

• On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847) (← links)
• On magnitude, asymptotics and duration of drawdowns for Lévy models (Q502880) (← links)
• Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk (Q743171) (← links)
• Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143) (← links)
• On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
• Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397) (← links)
• Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
• On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
• Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (Q2240667) (← links)
• Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
• An asymptotic relationship for ruin probabilities under heavy-tailed claims (Q2503787) (← links)
• Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim (Q2658425) (← links)
• Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933) (← links)
• The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails (Q3526086) (← links)
• Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims (Q3625652) (← links)
• Asymptotics for ultimate ruin probability in a by-claim risk model (Q4993830) (← links)
• Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments (Q5029958) (← links)
• Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (Q5086619) (← links)
• Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence (Q5086717) (← links)
• (Q5167113) (← links)
• Ruin probabilities of small noise jump‐diffusions with heavy tails (Q5901445) (← links)
• Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)
• Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims (Q6106178) (← links)
• Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims (Q6117105) (← links)
• Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails (Q6534696) (← links)
• Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims (Q6542582) (← links)
• Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion (Q6550287) (← links)
• Asymptotics for value at risk and conditional tail expectation of a portfolio loss (Q6579530) (← links)