Pages that link to "Item:Q421837"

The following pages link to On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837):

Displaying 39 items.

• Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
• The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309) (← links)
• Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← 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)
• Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices (Q904702) (← links)
• Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103) (← links)
• A discrete-time risk model with interaction between classes of business. (Q1413342) (← links)
• The discrete-time risk model with correlated classes of business (Q1584511) (← links)
• Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
• Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
• Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
• The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
• On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
• Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
• Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors (Q2246476) (← links)
• Ruin probability for the bi-seasonal discrete time risk model with dependent claims (Q2326535) (← links)
• Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
• Finite time ruin probability with heavy-tailed insurance and financial risks (Q2432787) (← links)
• The impact on ruin probabilities of the association structure among financial risks (Q2467388) (← links)
• On the deficit distribution when ruin occurs -- discrete time model (Q2483944) (← links)
• The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) (← links)
• The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
• Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612) (← links)
• Asymptotics for the partial sum and its maximum of dependent random variables (Q2627903) (← links)
• Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
• Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks (Q2876190) (← links)
• On extremal behavior of aggregation of largest claims (Q2980148) (← links)
• The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
• (Q3132390) (← links)
• (Q3644702) (← links)
• The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks (Q4563467) (← links)
• Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
• Ruin probability of a discrete-time risk process with proportional reinsurance and investment for exponential and Pareto distributions (Q4682535) (← links)
• Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
• The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (Q5154066) (← links)
• Finite-time ruin probability of a compound risk model with dependent claim sizes (Q5382017) (← links)
• On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property (Q6118239) (← links)
• On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance (Q6167554) (← links)