Pages that link to "Item:Q2920000"
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The following pages link to Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000):
Displaying 16 items.
- Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891) (← links)
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
- Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims (Q2070151) (← links)
- Random time ruin probability for the renewal risk model with heavy-tailed claims (Q2379816) (← links)
- An asymptotic relationship for ruin probabilities under heavy-tailed claims (Q2503787) (← links)
- Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (Q2515265) (← links)
- Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
- Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate (Q2792301) (← links)
- Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
- Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (Q2979013) (← links)
- Asymptotic behaviour of the finite-time ruin probability in renewal risk models (Q3077472) (← links)
- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
- The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
- Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals (Q6054128) (← links)
- Asymptotics for the random time ruin probability with non stationary arrivals and Brownian perturbation (Q6549196) (← links)