Pages that link to "Item:Q659236"

The following pages link to Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236):

Displaying 40 items.

• Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) (← links)
• Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
• Asymptotics of discounted aggregate claims for renewal risk model with risky investment (Q550048) (← links)
• Ruin probabilities of a bidimensional risk model with investment (Q654490) (← links)
• Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
• A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
• Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
• Large deviations for the stochastic present value of aggregate claims in the renewal risk model (Q893915) (← links)
• On the distribution tail of an integrated risk model: A numerical approach (Q939337) (← links)
• The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
• Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
• Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns (Q1936559) (← links)
• Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims (Q2168589) (← links)
• The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) (← links)
• Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (Q2240667) (← links)
• Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors (Q2246476) (← links)
• Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
• Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
• Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
• Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856) (← links)
• Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458) (← links)
• Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models (Q2516918) (← links)
• The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) (← links)
• Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
• Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933) (← links)
• Uniform asymptotics for discounted aggregate claims in dependent risk models (Q2923428) (← links)
• Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
• Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails (Q4981822) (← links)
• Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes (Q5028925) (← links)
• Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims (Q5077245) (← links)
• Uniform asymptotics for discounted aggregate claims in dependent multi-risk model (Q5078279) (← links)
• Tail asymptotic of discounted aggregate claims with compound dependence under risky investment (Q5078281) (← links)
• Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
• Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (Q5414542) (← links)
• Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments (Q6060903) (← links)
• Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns (Q6540872) (← links)
• Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion (Q6550287) (← links)
• Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return (Q6579745) (← links)
• Multivariate regularly varying insurance and financial risks in multidimensional risk models (Q6639533) (← links)
• Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns (Q6647783) (← links)