Pages that link to "Item:Q2516394"
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The following pages link to Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394):
Displaying 14 items.
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
- Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
- Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
- On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- An asymptotic relationship for ruin probabilities under heavy-tailed claims (Q2503787) (← links)
- Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
- Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (Q5087017) (← links)
- De Vylder type approximation of the ruin probability for the insurer-reinsurer model (Q5135656) (← links)
- (Q5276819) (← links)
- Ruin estimation in multivariate models with Clayton dependence structure (Q5430561) (← links)
- Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims (Q6096161) (← links)
- Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)
- Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails (Q6534696) (← links)
