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Search: subject:"Finite-time ruin probabilities"
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Finite-time ruin probabilities
2
Bidimensional renewal model
1
Capital transfer
1
Multivariate finite-time ruin probabilities
1
Multivariate regular variation
1
Optimal allocation
1
Poisson spacing
1
Probability theory
1
Risk process
1
Sub-prime effect
1
Subexponential distribution
1
Theorie
1
Theory
1
Time dependence
1
Uniform asymptotic estimate
1
Wahrscheinlichkeitsrechnung
1
asymptotic approximation for large initial reserves
1
asymptotic behavior
1
correlation crisis
1
finite-time ruin probabilities
1
heavy-tailed claim amounts
1
heavy-tailed claim size distribution
1
non-stationarity
1
path-dependent claims
1
processes with dependent increments
1
ruin theory
1
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English
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Biard, Romain
3
Lefèvre, Claude
2
Loisel, Stéphane
2
Chen, Yang
1
Jiang, Tao
1
Nagaraja, Haikady
1
Wang, Yuebao
1
Xu, Hui
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HAL
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
Asymptotic multivariate
finite-time
ruin
probabilities
with heavy-tailed claim amounts: Impact of dependence and optimal reserve allocation
Biard, Romain
-
HAL
-
2013
asymptotics of
finite-time
ruin
probabilities
. Capital transfers between lines are partially allowed. When claim amounts are …
Persistent link: https://www.econbiz.de/10010820953
Saved in:
2
Asymptotic
Finite-Time
Ruin
Probabilities
for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings
Biard, Romain
;
Lefèvre, Claude
;
Loisel, Stéphane
; …
-
HAL
-
2011
, for large initial reserves, the asymptotic
finite-time
ruin
probabilities
of the company when the claim sizes have a heavy …
Persistent link: https://www.econbiz.de/10008790638
Saved in:
3
Uniform asymptotic estimate for
finite-time
ruin
probabilities
of a time-dependent bidimensional renewal model
Jiang, Tao
;
Wang, Yuebao
;
Chen, Yang
;
Xu, Hui
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 45-53
Persistent link: https://www.econbiz.de/10011397932
Saved in:
4
Impact of correlation crises in risk theory
Biard, Romain
;
Lefèvre, Claude
;
Loisel, Stéphane
-
HAL
-
2008
stationarity assumptions and extend some asymptotic results on
finite-time
ruin
probabilities
, to take into account possible …
Persistent link: https://www.econbiz.de/10008790722
Saved in:
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