Pages that link to "Item:Q3157866"

The following pages link to Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866):

Displaying 42 items.

• Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims (Q277262) (← 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)
• Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• On preserving the limit points of corresponding objects (Q777134) (← links)
• A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
• Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
• A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
• Tails of random sums of a heavy-tailed number of light-tailed terms (Q938036) (← links)
• Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
• Local precise large deviations for sums of random variables with \(O\)-regularly varying densities (Q990926) (← 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)
• 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)
• Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611) (← links)
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612) (← links)
• Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
• Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
• Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
• The finite-time ruin probability for an inhomogeneous renewal risk model (Q2358483) (← links)
• On the random max-closure for heavy-tailed random variables (Q2401238) (← links)
• Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508) (← links)
• Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← 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)
• Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
• The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
• Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims (Q2817162) (← links)
• Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) (← links)
• Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
• Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
• Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000) (← links)
• Asymptotic behaviour of the finite-time ruin probability in renewal risk models (Q3077472) (← links)
• Asymptotic distribution of some multivariate “success run” renewal processes, applied to a 2‐i.i.d. unit repairable system (Q3741376) (← links)
• (Q4599228) (← links)
• A note on product-convolution for generalized subexponential distributions (Q5046694) (← links)
• Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (Q5087017) (← links)
• Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions (Q6544208) (← links)
• Uniform asymptotics for a renewal risk model with a random number of delayed claims (Q6593197) (← links)