Pages that link to "Item:Q3094470"
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The following pages link to On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case (Q3094470):
Displaying 10 items.
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations (Q2111576) (← links)
- Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors (Q2246476) (← links)
- Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds (Q2267549) (← links)
- Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) (← links)
- Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
