Keywords: احتمال خراب شدن زمان محدود; Bidimensional risk model; Finite-time ruin probability; Uniform asymptotics; Upper tail asymptotical independence; Positively quadrant dependence;
مقالات ISI احتمال خراب شدن زمان محدود (ترجمه نشده)
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Keywords: احتمال خراب شدن زمان محدود; Random sums; Consistently varying tailed distribution; Widely orthant dependence; Finite-time ruin probability;
Keywords: احتمال خراب شدن زمان محدود; primary; 91B30; secondary; 62P05; 62E20; 62H20; Asymptotics; Dependence; Finite-time ruin probability; Heavy-tailed distribution; Insurance and financial risks; Product;
Keywords: احتمال خراب شدن زمان محدود; Uniform asymptotics; Finite-time ruin probability; Diffusion; Asymptotic independence; Counting process; Widely lower orthant dependence;
Keywords: احتمال خراب شدن زمان محدود; 91B30; 60G40; Multirisks model; Discrete or continuous time; Finite-time ruin probability; Appell algebraic structure; Recursive methods; Stop-loss and excess of loss reinsurance;
On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims
Keywords: احتمال خراب شدن زمان محدود; Bidimensional risk model; Consistent variation; Finite-time ruin probability; Lévy process; Stochastic return
Ruin with insurance and financial risks following the least risky FGM dependence structure
Keywords: احتمال خراب شدن زمان محدود; primary; 91B30; secondary; 62P05; 62E20; 62H20; Asymptotics; Farlie-Gumbel-Morgenstern distribution; Finite-time ruin probability; Product of dependent random variables; Subexponential distribution;
Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest
Keywords: احتمال خراب شدن زمان محدود; 62P05; 62E20; 60F05Uniform asymptotics; Finite-time ruin probability; Upper tail asymptotic independence; Counting process; Widely lower orthant dependence
Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
Keywords: احتمال خراب شدن زمان محدود; Finite-time ruin probability; Bidimensional risk model; Uniform asymptotics; Upper tail asymptotically independent; Widely lower orthant dependence
A note on a dependent risk model with constant interest rate
Keywords: احتمال خراب شدن زمان محدود; 62P05; 62E10; 60F05Uniform asymptotics; Finite-time ruin probability; Constant interest rate; Upper tail asymptotic independence; Widely lower orthant dependence
Ruin probabilities of a bidimensional risk model with investment
Keywords: احتمال خراب شدن زمان محدود; Bidimensional risk model; Survival probability; Infinite-time ruin probability; Finite-time ruin probability; Martingale
Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach
Keywords: احتمال خراب شدن زمان محدود; Credit risk management; Counterparty credit risk; Credit value adjustment; Alternative termination event; Ruin theory; Complex analysis; Laplace transform inversion; Finite-time ruin probability;
Ruin theory with excess of loss reinsurance and reinstatements
Keywords: احتمال خراب شدن زمان محدود; Reinsurance; Piecewise deterministic Markov process; Integral operator; Finite-time ruin probability; High-dimensional integration;
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
Keywords: احتمال خراب شدن زمان محدود; G22; C60; Finite-time ruin probability; Robustness; Solvency II; Reliable ruin probability; Asymptotic normality; Influence function; Estimation Risk Solvency Margin (ERSM); Partly shifted risk process;
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
Keywords: احتمال خراب شدن زمان محدود; G22; C60; Finite-time ruin probability; Robustness; Solvency II; Reliable ruin probability; Asymptotic normality; Influence function; Estimation Risk Solvency Margin (ERSM);