Pages that link to "Item:Q3440853"

The following pages link to On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853):

Displaying 50 items.

• Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) (← links)
• Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model (Q277256) (← links)
• Differential equations for ruin probability in a special risk model with FGM copula for the claim size and the inter-claim time (Q379099) (← links)
• On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064) (← links)
• On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
• On the expected discounted penalty function in a delayed-claims risk model (Q511156) (← links)
• Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process (Q523905) (← links)
• A ruin model with random income and dependence between claim sizes and claim intervals (Q601953) (← links)
• Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
• Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
• Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
• The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) (← links)
• A perturbed risk model with dependence between premium rates and claim sizes (Q659158) (← links)
• Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
• Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
• On the evaluation of finite-time ruin probabilities in a dependent risk model (Q668925) (← links)
• On the probability of ruin in the compound Poisson risk model with potentially delayed claims (Q742099) (← links)
• Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
• Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) (← links)
• On a risk model with dependence between claim sizes and claim intervals (Q947167) (← links)
• On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
• Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110) (← links)
• Parisian ruin for the dual risk process in discrete-time (Q1616054) (← links)
• A discrete-time ruin model with dependence between interclaim arrivals and claim sizes (Q1625734) (← links)
• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier (Q1724837) (← links)
• Investigating dependence between frequency and severity via simple generalized linear models (Q1726156) (← links)
• On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
• Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
• Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
• Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← links)
• Risk models with dependence between claim occurrences and severities for Atlantic hurricanes (Q2015481) (← links)
• On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
• An insurance risk process with a generalized income process: a solvency analysis (Q2034160) (← links)
• Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims (Q2070151) (← links)
• Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (Q2128938) (← links)
• On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
• Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836) (← links)
• Large deviations for sums of claims in a general renewal risk model with the regression dependent structure (Q2197625) (← links)
• I-delaporte process and applications (Q2228996) (← links)
• On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← links)
• On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes (Q2252704) (← links)
• Refinements of two-sided bounds for renewal equations (Q2276218) (← links)
• Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (Q2276246) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
• Solvency need resulting from reserving risk in a ORSA context (Q2282735) (← links)
• Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
• The order-statistic claim process with dependent claim frequencies and severities (Q2320793) (← links)
• The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)