Pages that link to "Item:Q4236696"
From MaRDI portal
The following pages link to Rough descriptions of ruin for a general class of surplus processes (Q4236696):
Displaying 25 items.
- Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
- A ruin model with dependence between claim sizes and claim intervals (Q704406) (← links)
- Compound binomial risk model in a Markovian environment (Q704419) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← links)
- On a risk model with dependence between claim sizes and claim intervals (Q947167) (← links)
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (Q981000) (← links)
- Asymptotic ruin probabilities for risk processes with dependent increments. (Q1413275) (← links)
- On the ruin probabilities in a general economic environment (Q1613645) (← links)
- Asymptotic results for first-passage times of some exponential processes (Q1739351) (← links)
- First passage times of general sequences of random vectors: A large deviations approach (Q1807272) (← links)
- Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535) (← links)
- Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440) (← links)
- Ruin problems under IBNR dynamics (Q2862435) (← links)
- Ruin Probability in a Generalised Risk Process under Rates of Interest with Homogenous Markov Chains (Q2929988) (← links)
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (Q3440847) (← links)
- Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
- Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations (Q4583611) (← links)
- Large deviations for the time of ruin (Q4944544) (← links)
- Impact of Underwriting Cycles on the Solvency of an Insurance Company (Q5029078) (← links)
- A discrete-time risk model with Poisson ARCH claim-number process (Q5077476) (← links)
- On the analysis of a discrete-time risk model with INAR(1) processes (Q5083403) (← links)
- An Approximation Model of the Collective Risk Model with INAR(1) Claim Process (Q5177622) (← links)
- General Marshall–Olkin Models, Dependence Orders, and Comparisons of Environmental Processes (Q5272898) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)
