Pages that link to "Item:Q2240667"
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The following pages link to Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (Q2240667):
Displaying 11 items.
- Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) (← links)
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612) (← links)
- Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations (Q2111576) (← links)
- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) (← links)
- Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
- Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933) (← links)
- Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
- The perturbed compound Poisson risk model with proportional investment (Q6178516) (← links)
- Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions (Q6544208) (← links)
- Equilibrium reinsurance strategy and mean residual life function (Q6565534) (← links)