Pages that link to "Item:Q3083148"

The following pages link to An Introduction to Heavy-Tailed and Subexponential Distributions (Q3083148):

Displaying 50 items.

• Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations (Q2097495) (← links)
• Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
• Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables (Q2113622) (← links)
• Persistence of heavy-tailed sample averages: principle of infinitely many big jumps (Q2136090) (← links)
• Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
• Moments of the first descending epoch for a random walk with negative drift (Q2170225) (← links)
• Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (Q2189450) (← links)
• Sample path large deviations for Lévy processes and random walks with regularly varying increments (Q2189454) (← links)
• Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
• Local stability in a transient Markov chain (Q2197622) (← links)
• Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching (Q2197841) (← links)
• Tail asymptotics for the \(M_1,M_2/G_1,G_2/1\) retrial queue with non-preemptive priority (Q2220362) (← links)
• Maximum of catalytic branching random walk with regularly varying tails (Q2224952) (← links)
• Sample path large deviations for Lévy processes and random walks with Weibull increments (Q2240472) (← links)
• Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims (Q2244583) (← links)
• Asymptotic results for conditional measures of association of a random sum (Q2260940) (← links)
• A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
• On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims (Q2322588) (← links)
• Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923) (← links)
• A cylindrical distribution with heavy-tailed linear part (Q2329875) (← links)
• The finite-time ruin probability for an inhomogeneous renewal risk model (Q2358483) (← links)
• Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains (Q2411184) (← links)
• Accelerating invasions and the asymptotics of fat-tailed dispersal (Q2415799) (← links)
• ECOMOR and LCR reinsurance with gamma-like claims (Q2446002) (← links)
• Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case (Q2446228) (← links)
• Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) (← links)
• Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
• Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (Q2513634) (← links)
• Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
• Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
• Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
• Subexponentiality of the product of dependent random variables (Q2637372) (← links)
• Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim (Q2658425) (← links)
• Heavy-tailed models in finance and insurance: a survey (Q2740100) (← links)
• An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems (Q2838138) (← links)
• Tail properties and asymptotic expansions for the maximum of the logarithmic skew-normal distribution (Q2854090) (← links)
• Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
• Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000) (← links)
• Random Intersection Graph Process (Q2938018) (← links)
• Introduction to Complex Networks: Structure and Dynamics (Q2945456) (← links)
• On extremal behavior of aggregation of largest claims (Q2980148) (← links)
• Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)
• A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization (Q3174787) (← links)
• Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
• A non-exponential extension of Sanov’s theorem via convex duality (Q3298814) (← links)
• Concentration Inequalities for Statistical Inference (Q3380883) (← links)
• The class of L ∩ D and its application to renewal reward process (Q3382097) (← links)
• (Q4558509) (← links)
• Asymptotics for large claims reinsurance in a time-dependent renewal risk model (Q4576778) (← links)
• Tail approximation for reinsurance portfolios of Gaussian-like risks (Q4576800) (← links)