Pages that link to "Item:Q4521484"
From MaRDI portal
The following pages link to Probabilities of ruin when the safety loading tends to zero (Q4521484):
Displaying 8 items.
- Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk (Q743171) (← links)
- Adaptive control strategies and dependence of finite time ruin on the premium loading (Q939330) (← links)
- Upper bounds on ruin probabilities in case of negative loadings and positive interest rates (Q1101174) (← links)
- Level premium rates as a function of initial capital (Q2442540) (← links)
- Simulation analysis of ruin capital in Sparre Andersen's model of risk (Q2514619) (← 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 Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
- Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics (Q4576872) (← links)