Pages that link to "Item:Q5079456"
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The following pages link to Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate (Q5079456):
Displaying 12 items.
- Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation (Q784454) (← links)
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612) (← links)
- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) (← links)
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508) (← links)
- Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
- Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate (Q2924636) (← links)
- (Q3071258) (← links)
- (Q3132126) (← links)
- (Q3573692) (← links)
- Uniform asymptotics for the compound risk model with dependence structures and constant force of interest (Q5086902) (← links)
- Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments (Q6060903) (← links)
- Investigation a dependent generalized compound renewal risk process involving the uniformly bounded copula function (Q6656837) (← links)
