Pages that link to "Item:Q1945612"
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The following pages link to Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612):
Displaying 50 items.
- Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure (Q2258707) (← links)
- Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
- A Spitzer-type law of large numbers for widely orthant dependent random variables (Q2273710) (← links)
- Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models (Q2287766) (← links)
- Complete \(q\)-th moment convergence and its statistical applications (Q2293128) (← links)
- Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process (Q2298661) (← links)
- On complete consistency for the weighted estimator of nonparametric regression models (Q2317571) (← links)
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models (Q2319210) (← links)
- The consistency of the nearest neighbor estimator of the density function based on WOD samples (Q2345497) (← links)
- Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
- Asymptotics for the finite-time ruin probability of a risk model with a general counting process (Q2364360) (← links)
- General Bahr-Esseen inequalities and their applications (Q2400768) (← links)
- On the random max-closure for heavy-tailed random variables (Q2401238) (← links)
- The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors (Q2412818) (← links)
- Complete convergence of moving average process based on widely orthant dependent random variables (Q2412821) (← links)
- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model (Q2422594) (← links)
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508) (← links)
- Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models (Q2513943) (← links)
- Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (Q2515265) (← 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)
- Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times (Q2667602) (← links)
- The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) (← links)
- Complete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models (Q2689706) (← links)
- Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
- Convergence for weighted sums of widely orthant dependent random variables (Q2816428) (← links)
- Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims (Q2817162) (← links)
- Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) (← links)
- On the exponential inequalities for widely orthant-dependent random variables (Q2830797) (← links)
- On the strong convergence of weighted sums of widely dependent random variables (Q2832643) (← links)
- Uniform asymptotics for the finite-time ruin probability in a general risk model with pairwise quasi-asymptotically independent claims and constant interest force (Q2857003) (← links)
- Finite-time ruin probability of a dependent risk model with a constant interest rate (Q2858630) (← links)
- Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments (Q2876234) (← links)
- Uniform asymptotics for the ruin probability in a dependent risk model (Q2887195) (← links)
- Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate (Q2924636) (← links)
- Precise large deviations of aggregate claim amount in a dependent renewal risk model (Q2978999) (← links)
- Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails (Q2979978) (← links)
- (Q3132126) (← links)
- Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (Q3458129) (← links)
- General theorems on exponential and Rosenthal's inequalities and on complete convergence (Q4576077) (← links)
- Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications (Q4584695) (← links)
- On the complete convergence of weighted sums for widely orthant dependent random variables (Q4614907) (← links)
- (Q4691162) (← links)
- Complete consistency and convergence rate of the nearest neighbor estimator of the density function based on WOD samples (Q4992493) (← links)
- Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes (Q5028925) (← links)
- Strong consistency of LS estimators in simple linear EV regression models with WOD errors (Q5028938) (← links)
- Complete f-moment convergence of moving average process and its application to nonparametric regression models (Q5029390) (← links)
- Uniformly complete consistency of frequency polygon estimation for dependent samples and an application (Q5058309) (← links)
- Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate (Q5076950) (← links)
