Pages that link to "Item:Q1004411"

The following pages link to Approximation of the tail probability of randomly weighted sums and applications (Q1004411):

Displaying 38 items.

• Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims (Q2691358) (← links)
• Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
• Risk measures and multivariate extensions of Breiman's theorem (Q2897148) (← links)
• Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
• Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails (Q2980120) (← links)
• The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
• Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)
• (Q3169948) (← links)
• Approximation of the tail probabilities of randomly weighted sums in presence of dependence and heavy tails (Q3180010) (← links)
• Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (Q3458129) (← links)
• Approximations for the probability in the tails of the binomial distribution (Corresp.) (Q3763316) (← links)
• (Q4321508) (← links)
• Asymptotic behaviour of the probability-weighted moments and penultimate approximation (Q4405592) (← links)
• Approximation of Tail Probabilities Using the<i>G</i>_<i>n</i>-Transform (Q4454178) (← links)
• The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks (Q4563467) (← links)
• Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
• Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
• Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942) (← links)
• Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure (Q4595873) (← links)
• Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
• Asymptotics for Weighted Random Sums (Q4906510) (← links)
• Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
• A note on the asymptotics for the randomly stopped weighted sums (Q4968186) (← links)
• Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation (Q5031693) (← links)
• APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS (Q5050872) (← links)
• Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
• Tail asymptotic of discounted aggregate claims with compound dependence under risky investment (Q5078281) (← links)
• Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932) (← links)
• ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
• A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
• ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)
• Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation (Q5478907) (← links)
• Externalities in the M/G/1 queue: LCFS-PR versus FCFS (Q6063271) (← links)
• A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* (Q6102193) (← links)
• Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
• Uniform approximation for the tail behavior of bidimensional randomly weighted sums (Q6164858) (← links)
• Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)
• Multivariate risk models under heavy-tailed risks (Q6570582) (← links)