Pages that link to "Item:Q659177"
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The following pages link to Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177):
Displaying 19 items.
- Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments (Q386279) (← links)
- Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
- Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
- Asymptotic estimates of Gerber-Shiu functions in the renewal risk model with exponential claims (Q511062) (← links)
- Some comparison results for finite-time ruin probabilities in the classical risk model (Q1681094) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (Q2276246) (← links)
- On corrected phase-type approximations of the time value of ruin with heavy tails (Q2291759) (← links)
- Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
- Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
- On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← links)
- Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
- A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861) (← links)
- The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments (Q4921642) (← links)
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
