Pages that link to "Item:Q3077737"

The following pages link to Ruin probabilities in a discrete time risk model with dependent risks of heavy tail (Q3077737):

Displaying 28 items.

• Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
• Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (Q383966) (← links)
• Uniform estimate for the tail probabilities of randomly weighted sums (Q477566) (← links)
• Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
• Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
• Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
• Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103) (← links)
• Comparison of ruin probability estimates in the presence of heavy tails (Q1291194) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
• Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
• The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
• Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables (Q1936551) (← links)
• Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
• Ruin probability for the bi-seasonal discrete time risk model with dependent claims (Q2326535) (← links)
• An approximation of minimum initial capital of investment discrete time surplus process with Weibull distribution in a reinsurance company (Q2337005) (← links)
• Ruin probabilities in the discrete time renewal risk model (Q2492176) (← links)
• The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) (← links)
• The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
• The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process (Q2892639) (← links)
• The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
• (Q3644702) (← links)
• Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
• (Q5077801) (← links)
• The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (Q5154066) (← links)
• The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) (← links)
• The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
• Inequalities for the probability of ruin in a reinsurance risk model with \(m\)-dependence assumptions (Q6570484) (← links)
• Multivariate risk models under heavy-tailed risks (Q6570582) (← links)