Pages that link to "Item:Q4235013"

The following pages link to Ruin probabilities in the presence of heavy-tails and interest rates (Q4235013):

Displaying 50 items.

• Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
• Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (Q392997) (← links)
• Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims (Q410562) (← links)
• A note on a dependent risk model with constant interest rate (Q434700) (← links)
• Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
• The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims (Q459487) (← links)
• Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← links)
• Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
• Asymptotics of discounted aggregate claims for renewal risk model with risky investment (Q550048) (← links)
• The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims (Q606341) (← links)
• Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
• Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims (Q844862) (← links)
• The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463) (← links)
• A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865) (← links)
• Ruin probability in a one-sided linear model with constant interest rate (Q962025) (← links)
• The limit behavior of a risk model based on entrance processes (Q1004828) (← links)
• Comparison of ruin probability estimates in the presence of heavy tails (Q1291194) (← links)
• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
• Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312) (← links)
• Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. (Q1413376) (← links)
• Ruin under interest force and subexponential claims: a simple treatment. (Q1584593) (← links)
• The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
• A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
• Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
• Distributions for the risk process with a stochastic return on investments. (Q1766007) (← links)
• On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612) (← links)
• Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
• Ruin theory with risk proportional to the free reserve and securitization (Q1974043) (← links)
• On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
• Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
• Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
• Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
• Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
• Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
• Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• On the distribution of surplus immediately after ruin under interest force and subexponential claims (Q2485537) (← links)
• Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766) (← links)
• Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims (Q2817162) (← links)
• Uniform asymptotics for discounted aggregate claims in dependent risk models (Q2923428) (← links)
• Infinite-time absolute ruin in dependent renewal risk models with constant force of interest (Q2976123) (← links)
• Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
• Ruin probabilities in a discrete time risk model with dependent risks of heavy tail (Q3077737) (← links)
• On occupation times for a risk process with reserve-dependent premium (Q3147437) (← links)
• The finite-time ruin probability of the compound Poisson model with constant interest force (Q3367735) (← links)
• (Q3370955) (← links)
• The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667) (← links)
• Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
• Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)