The following pages link to (Q4490314):
Displaying 11 items.
- Risk models with extremal subexponentiality (Q367563) (← links)
- Large deviations for the stochastic present value of aggregate claims in the renewal risk model (Q893915) (← links)
- Ruin estimates for large claims (Q1116613) (← links)
- Modeling large claims in non-life insurance (Q1199961) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- Stable Lévy motion approximation in collective risk theory (Q1382123) (← links)
- Problems on insurance of catastrophic risks (Q1407117) (← links)
- Ruin problem and how fast stochastic processes mix (Q1872353) (← links)
- On a family of risk measures based on largest claims (Q2415968) (← links)
- Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes (Q3299447) (← links)
- (Q4723038) (← links)