Pages that link to "Item:Q383966"
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The following pages link to Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (Q383966):
Displaying 11 items.
- Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
- Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794) (← links)
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126) (← links)
- Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
- Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails (Q2832635) (← links)
- On the first time of ruin in two-dimensional discrete time risk model with dependent claim occurrences (Q4563539) (← links)
- APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS (Q5050872) (← links)
- (Q5498168) (← links)
- Uniform approximation for the tail behavior of bidimensional randomly weighted sums (Q6164858) (← links)
- Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses (Q6550285) (← links)
- Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return (Q6579745) (← links)
