The following pages link to (Q4345864):
Displaying 50 items.
- On the generalized Benford law (Q2175602) (← links)
- Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon (Q2176324) (← links)
- On Poisson-exponential-Tweedie models for ultra-overdispersed count data (Q2245660) (← links)
- Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I (Q2297333) (← links)
- Variability comparisons for some mixture models with stochastic environments in biosciences and engineering (Q2319535) (← links)
- Limit theorems for nearly unstable Hawkes processes (Q2341626) (← links)
- A mixed bivariate distribution with exponential and geometric marginals (Q2386156) (← links)
- New rates for exponential approximation and the theorems of Rényi and Yaglom (Q2431519) (← links)
- Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts (Q2507609) (← links)
- On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes (Q2514605) (← links)
- Terminating renewal processes: analytical-statistical estimates and their efficiency (Q2583617) (← links)
- Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions (Q2627897) (← links)
- On approximations to the ruin probability for the classical risk process (Q2683608) (← links)
- Continuity Estimates for Ruin Probabilities (Q2739852) (← links)
- Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases (Q2739859) (← links)
- Pessimistic approximations of the reliability for regenerative models (Q2758440) (← links)
- Coupling and Explicit Rate of Convergence in Cramér–Lundberg Approximation for Reinsurance Risk Processes (Q2890084) (← links)
- Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes (Q2974707) (← links)
- Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes (Q3014974) (← links)
- Extremal Subexponentiality in Ruin Probabilities (Q3098927) (← links)
- Approximating<i>M</i>/<i>G</i>/1 Waiting Time Tail Probabilities (Q3157853) (← links)
- On convergence of the distributions of random sequences with independent random indexes to variance–mean mixtures (Q3186006) (← links)
- Improved Asymptotics for Ruin Probabilities (Q3193126) (← links)
- On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums (Q3297114) (← links)
- Convergence Rate of Random Geometric Sum Distributions to the Laplace Law (Q3389452) (← links)
- Discriminating between and within (semi)continuous classes of both Tweedie and geometric Tweedie models (Q3390586) (← links)
- Sums of Independent Random Vectors: Proximity Estimating (Q3424142) (← links)
- Stein's Method for Compound Geometric Approximation (Q3550994) (← links)
- Connecting Renewal Age Processes with M/D/1 and M/D/∞ Queues Through Stick Breaking (Q3562377) (← links)
- Approximation of Reliability for a large system with non-markovian repair-times (Q4256524) (← links)
- Nonlinearly Perturbed Stochastic Processes and Systems (Q4562185) (← links)
- SIMPLE CONTINUITY INEQUALITIES FOR RUIN PROBABILITY IN THE CLASSICAL RISK MODEL (Q4563785) (← links)
- On the accuracy of phase-type approximations of heavy-tailed risk models (Q4576866) (← links)
- Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics (Q4576872) (← links)
- AN EXTENSION OF RANDOM SUMMATIONS OF INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES (Q4582710) (← links)
- Limit Distributions for Doubly Stochastically Rarefied Renewal Processes and Their Properties (Q4602301) (← links)
- Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes (Q4606863) (← links)
- Bounds for the Concentration Functions of Random Sums under Relaxed Moment Conditions (Q4641654) (← links)
- Some properties of ageing notions based on the moment-generating-function order (Q4668010) (← links)
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Q4819440) (← links)
- On Sensitivity Analysis of Steady State Probabilities of Double Redundant Renewable System with Marshall-Olkin Failure Model (Q5005569) (← links)
- (Q5026479) (← links)
- New error bounds for Laplace approximation<i>via</i>Stein’s method (Q5030233) (← links)
- (Q5033257) (← links)
- A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums (Q5142353) (← links)
- (Q5146982) (← links)
- (Q5389755) (← links)
- (Q5389834) (← links)
- Non-exponential bounds for stop-loss premiums and ruin probabilities (Q5430553) (← links)
- A Functional Approach for Ruin Probabilities (Q5446505) (← links)
