Pages that link to "Item:Q4858680"

The following pages link to Ruin probabilities via local adjustment coefficients (Q4858680):

Displaying 19 items.

• Efficient rare-event simulation for perpetuities (Q449227) (← links)
• Large deviations for estimators of unknown probabilities, with applications in risk theory (Q617998) (← links)
• Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)
• A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (Q877786) (← links)
• A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865) (← links)
• Ruin probabilities of a surplus process described by PDMPs (Q925989) (← links)
• A note on the adjustment coefficient in ruin theory (Q1074281) (← links)
• Ruin theory with compounding assets -- a survey (Q1265912) (← links)
• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
• Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
• RPA pathwise derivative estimation of ruin probabilities (Q1584521) (← links)
• Linear stochastic fluid networks: rare-event simulation and Markov modulation (Q1739369) (← links)
• Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212) (← links)
• A local limit theorem for the probability of ruin (Q2386543) (← links)
• Local ruin probability in a risk model with variable premium rates (Q2926752) (← links)
• Phase-type distributions and risk processes with state-dependent premiums (Q4881684) (← links)
• A Risk Model with Multilayer Dividend Strategy (Q5019726) (← links)
• Importance sampling of heavy-tailed iterated random functions (Q5215026) (← links)
• Monotone Stochastic Recursions and their Duals (Q5485351) (← links)