Pages that link to "Item:Q692739"

The following pages link to Estimates for the finite-time ruin probability with insurance and financial risks (Q692739):

Displaying 27 items.

• Some properties of the exponential distribution class with applications to risk theory (Q457627) (← links)
• Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
• Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
• Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
• A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
• Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
• Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations (Q2111576) (← links)
• Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
• Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
• Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
• Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
• Randomly weighted sums with dominated varying-tailed increments and application to risk theory (Q2511569) (← links)
• Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
• The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
• The finite time ruin probability with the same heavy-tailed insurance and financial risks (Q2577656) (← links)
• Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
• The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
• Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (Q3458129) (← links)
• Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
• Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
• (Q4792526) (← links)
• APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS (Q5050872) (← links)
• Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932) (← links)
• Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
• Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns (Q6169364) (← links)
• Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion (Q6550287) (← links)