Pages that link to "Item:Q939352"

The following pages link to A two-dimensional ruin problem on the positive quadrant (Q939352):

Displaying 50 items.

• On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847) (← links)
• A bivariate risk model with mutual deficit coverage (Q495458) (← links)
• Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
• Extremes of multidimensional Gaussian processes (Q608210) (← links)
• Large deviations for estimators of unknown probabilities, with applications in risk theory (Q617998) (← links)
• Ruin probabilities of a bidimensional risk model with investment (Q654490) (← links)
• On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← links)
• Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
• Asymptotic analysis of Lévy-driven tandem queues (Q1007145) (← links)
• Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
• Survival probabilities in bivariate risk models, with application to reinsurance (Q2015629) (← links)
• Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440) (← links)
• Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims (Q2070151) (← links)
• A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
• Pandemic-type failures in multivariate Brownian risk models (Q2121639) (← links)
• Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
• Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
• On the gain of collaboration in a two dimensional ruin problem (Q2304005) (← links)
• Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
• Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times (Q2347095) (← links)
• Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem (Q2392787) (← links)
• A state dependent reinsurance model (Q2397864) (← links)
• Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
• A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
• A multidimensional ruin problem (Q2787509) (← links)
• A multidimensional ruin problem and an associated notion of duality (Q2816623) (← links)
• De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
• Multidimensional Insurance Model with Risk-Reducing Treaty (Q3094227) (← links)
• A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
• Queues and Risk Models with Simultaneous Arrivals (Q3191824) (← links)
• Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453) (← links)
• A survey of some recent results on Risk Theory (Q3451729) (← links)
• On the first time of ruin in two-dimensional discrete time risk model with dependent claim occurrences (Q4563539) (← links)
• Ruin probabilities in multivariate risk models with periodic common shock (Q4575458) (← links)
• Two-dimensional ruin probability for subexponential claim size (Q4578300) (← links)
• On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
• Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region (Q4618073) (← links)
• Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
• Ruin probabilities for risk processes in a bipartite network (Q4988559) (← links)
• Ruin probabilities for two collaborating insurance companies (Q4999842) (← links)
• Ruin probability in a two-dimensional model with correlated Brownian motions (Q5003356) (← links)
• A Dynamic Contagion Risk Model with Recovery Features (Q5085147) (← links)
• A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES (Q5111479) (← links)
• De Vylder type approximation of the ruin probability for the insurer-reinsurer model (Q5135656) (← links)
• Optimal dividend strategies for two collaborating insurance companies (Q5233179) (← links)
• On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate (Q5299559) (← links)
• Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
• The matrix sequential probability ratio test and multivariate ruin theory (Q6630466) (← links)
• Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion (Q6647802) (← links)
• Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation (Q6670086) (← links)