Pages that link to "Item:Q882475"
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The following pages link to Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475):
Displaying 30 items.
- Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims (Q277262) (← links)
- Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process (Q289963) (← links)
- Uniform asymptotics of the finite-time ruin probability for all times (Q408271) (← links)
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times (Q646758) (← links)
- A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
- Second-order asymptotics of ruin probabilities for semiexponential claims (Q847904) (← links)
- An exponential martingale for compound Poisson process with latent variable and its applications (Q904135) (← links)
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model (Q1003329) (← links)
- A property of the renewal counting process with application to the finite-time ruin probability (Q1041393) (← links)
- The probability of ruin in finite time (Q1589832) (← links)
- Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk (Q1645190) (← links)
- Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143) (← links)
- Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model (Q1929911) (← links)
- Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
- Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
- Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims (Q2231611) (← links)
- Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
- Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (Q2515265) (← links)
- Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim (Q2658425) (← links)
- The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
- Asymptotic behaviour of the finite-time ruin probability in renewal risk models (Q3077472) (← links)
- RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS (Q5051222) (← links)
- On the non-closure under convolution for strong subexponential distributions (Q5060723) (← links)
- Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (Q5087017) (← links)
- Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times (Q6571733) (← links)
- Investigation a dependent generalized compound renewal risk process involving the uniformly bounded copula function (Q6656837) (← links)
- General bounds for the deficit distribution at ruin in the sparre Andersen model (Q6660041) (← links)
