Pages that link to "Item:Q988103"

The following pages link to Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103):

Displaying 19 items.

• On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
• Uniform estimate for the tail probabilities of randomly weighted sums (Q477566) (← links)
• Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times (Q646758) (← links)
• Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
• Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin (Q882869) (← links)
• An exponential martingale for compound Poisson process with latent variable and its applications (Q904135) (← links)
• Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices (Q904702) (← links)
• Explicit ruin formulas for models with dependence among risks (Q2276228) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
• Ruin probability for the bi-seasonal discrete time risk model with dependent claims (Q2326535) (← links)
• Sharp approximations of ruin probabilities in the discrete time models (Q2868613) (← links)
• Bounds for the Ruin Probability of a Discrete-Time Risk Process (Q3621150) (← links)
• (Q3644702) (← links)
• (Q4899359) (← links)
• (Q5077801) (← links)
• Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
• The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (Q5154066) (← links)
• The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)