Pages that link to "Item:Q1294763"

The following pages link to Large deviations of heavy-tailed sums with applications in insurance (Q1294763):

Displaying 47 items.

• Moderate deviations for random sums of heavy-tailed random variables (Q2385344) (← links)
• The general principle for precise large deviations of heavy-tailed random sums (Q2483451) (← links)
• Functional large deviations for multivariate regularly varying random walks (Q2496504) (← links)
• Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
• Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612) (← links)
• On probabilities of small deviations for stochastic processes (Q2639407) (← links)
• Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models (Q2873942) (← links)
• Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions (Q2890096) (← links)
• Precise large deviations of aggregate claim amount in a dependent renewal risk model (Q2978999) (← links)
• Precise Large Deviations for the Actual Aggregate Loss Process (Q3182405) (← links)
• A non-exponential extension of Sanov’s theorem via convex duality (Q3298814) (← links)
• Gumbel and Fréchet convergence of the maxima of independent random walks (Q3298818) (← links)
• Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (Q3440847) (← links)
• Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (Q3625360) (← links)
• (Q4385068) (← links)
• Precise large deviations for the prospective-loss process (Q4435681) (← links)
• RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES (Q4563748) (← links)
• Precise local large deviations for heavy-tailed random sums with applications to risk models (Q4583614) (← links)
• Subexponential Distributions - Large Deviations with Applications to Insurance and Queueing Models (Q4665409) (← links)
• Large deviations of means of heavy-tailed random variables with finite moments of all orders (Q4684839) (← links)
• Precise large deviations for sums of random variables with consistently varying tails (Q4819438) (← links)
• A large deviation theory-based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphere (Q5006960) (← links)
• Critical fluctuations in renewal models of statistical mechanics (Q5015520) (← links)
• (Q5052120) (← links)
• Precise large deviations for strong subexponential distributions and applications on a multi risk model (Q5077888) (← links)
• Precise deviations for Cox processes with a shot noise intensity (Q5077947) (← links)
• Large-deviation results for triangular arrays of semiexponential random variables (Q5086998) (← links)
• Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution (Q5177620) (← links)
• Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails (Q5245042) (← links)
• Large Deviation Principles for Sequences of Maxima and Minima (Q5419351) (← links)
• The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (Q5430560) (← links)
• A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)
• Nonparametric Estimation of the Renewal Function by Empirical Data (Q5478904) (← links)
• Improved algorithms for rare event simulation with heavy tails (Q5480012) (← links)
• Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)
• Statistical fluctuations under resetting: rigorous results (Q5878726) (← links)
• Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition (Q5932604) (← links)
• Homogeneous models and generic extensions (Q5970171) (← links)
• Quantifying the Threshold Phenomenon for Propagation in Nonlocal Diffusion Equations (Q6099761) (← links)
• Large fluctuations and transport properties of the Lévy-Lorentz gas (Q6100144) (← links)
• Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (Q6165364) (← links)
• (Q6167149) (← links)
• Multi-normex distributions for the sum of random vectors. Rates of convergence (Q6176328) (← links)
• Refined behaviour of a conditioned random walk in the large deviations regime (Q6178565) (← links)
• Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model (Q6496991) (← links)
• Multiscale jump testing and estimation under complex temporal dynamics (Q6565327) (← links)
• Clustering of large deviations in moving average processes: the short memory regime (Q6591595) (← links)