6

Precise Large Deviations for Subexponential Distributions in a Multi Risk Model

Year:
2018
Language:
english
File:
PDF, 401 KB
english, 2018
17

Extremal Subexponentiality in Ruin Probabilities

Year:
2011
Language:
english
File:
PDF, 140 KB
english, 2011
18

Risk Theory (A Heavy Tail Approach) || Renewal risk model

Year:
2017
Language:
english
File:
PDF, 370 KB
english, 2017
20

Risk Theory (A Heavy Tail Approach) || Ruin probability estimation

Year:
2017
Language:
english
File:
PDF, 373 KB
english, 2017
23

Risk Theory (A Heavy Tail Approach) || Extreme value theory

Year:
2017
Language:
english
File:
PDF, 410 KB
english, 2017
24

Risk Theory (A Heavy Tail Approach) || Classical risk model

Year:
2017
Language:
english
File:
PDF, 418 KB
english, 2017
27

Risk Theory (A Heavy Tail Approach) || Regular variation

Year:
2017
Language:
english
File:
PDF, 379 KB
english, 2017
28

Risk Theory (A Heavy Tail Approach) || Ruin under subexponentiality

Year:
2017
Language:
english
File:
PDF, 421 KB
english, 2017
30

Risk Theory (A Heavy Tail Approach) || Random sums

Year:
2017
Language:
english
File:
PDF, 517 KB
english, 2017
32

Risk Theory (A Heavy Tail Approach) || The single big jump

Year:
2017
Language:
english
File:
PDF, 471 KB
english, 2017
34

Distributions with Heavy Tails in Orlicz Spaces

Year:
2016
Language:
english
File:
PDF, 607 KB
english, 2016
36

Risk Theory (A Heavy Tail Approach) || Ruin under constant interest force

Year:
2017
Language:
english
File:
PDF, 467 KB
english, 2017
39

Risk Theory (A Heavy Tail Approach) || FRONT MATTER

Year:
2017
Language:
english
File:
PDF, 393 KB
english, 2017
40

Risk Theory (A Heavy Tail Approach) || Absolute ruin

Year:
2017
Language:
english
File:
PDF, 500 KB
english, 2017
43

Risk Theory (A Heavy Tail Approach) || Discrete dependence model

Year:
2017
Language:
english
File:
PDF, 473 KB
english, 2017
45

Risk Theory (A Heavy Tail Approach) || Ruin under dependence

Year:
2017
Language:
english
File:
PDF, 491 KB
english, 2017
46

Risk Theory (A Heavy Tail Approach) || Multivariate regular variation

Year:
2017
Language:
english
File:
PDF, 442 KB
english, 2017