Pages that link to "Item:Q3077472"

The following pages link to Asymptotic behaviour of the finite-time ruin probability in renewal risk models (Q3077472):

Displaying 32 items.

• Uniform asymptotics of the finite-time ruin probability for all times (Q408271) (← links)
• Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891) (← links)
• Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
• Asymptotic ordering of risks and ruin probabilities (Q689566) (← links)
• Web renewal counting processes and their applications in insurance (Q824803) (← links)
• Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
• Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
• A property of the renewal counting process with application to the finite-time ruin probability (Q1041393) (← links)
• The probability of ruin in finite time (Q1589832) (← links)
• Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk (Q1645190) (← links)
• Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143) (← links)
• Approximations for moments of deficit at ruin with exponential and subexponential claims. (Q1871297) (← links)
• Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
• Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
• Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications (Q2227560) (← links)
• On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims (Q2322588) (← links)
• The exponential moment tail of inhomogeneous renewal process (Q2343620) (← links)
• The finite-time ruin probability for an inhomogeneous renewal risk model (Q2358483) (← links)
• A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation (Q2406777) (← links)
• Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (Q2445354) (← links)
• Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (Q2515265) (← 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)
• The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
• Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
• Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
• Extremal Subexponentiality in Ruin Probabilities (Q3098927) (← links)
• A local asymptotic behavior for ruin probability in the renewal risk model (Q3610426) (← links)
• Probabilities of ruin when the safety loading tends to zero (Q4521484) (← links)
• On the non-closure under convolution for strong subexponential distributions (Q5060723) (← links)
• Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (Q5087017) (← links)
• Strong convergence for weighted sums of widely orthant dependent random variables and applications (Q6164842) (← links)
• Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)