Pages that link to "Item:Q835065"
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The following pages link to Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065):
Displaying 21 items.
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
- Random difference equations with subexponential innovations (Q525896) (← links)
- Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
- Rare event simulation for processes generated via stochastic fixed point equations (Q744388) (← links)
- The wealth distribution in Bewley economies with capital income risk (Q900439) (← links)
- Iterated random functions and slowly varying tails (Q901296) (← links)
- Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices (Q904702) (← links)
- Large excursions and conditioned laws for recursive sequences generated by random matrices (Q1660628) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Wealth investment strategies for insurance companies and the probability of ruin (Q1787826) (← links)
- Random linear recursions with dependent coefficients (Q1957152) (← links)
- Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856) (← links)
- Problems of ruin and survival in economics: applications of limit theorems in probability (Q2439266) (← links)
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
- Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
- Fractional Moments of Solutions to Stochastic Recurrence Equations (Q5407021) (← links)
- An application of risk theory to mortgage lending (Q5865323) (← links)
- Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes (Q6181701) (← links)
