Pages that link to "Item:Q1880889"

The following pages link to Randomly weighted sums of subexponential random variables with application to ruin theory (Q1880889):

Displaying 45 items.

• The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process (Q2892639) (← 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)
• Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
• The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
• The finite-time ruin probability of the compound Poisson model with constant interest force (Q3367735) (← links)
• Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (Q3458129) (← links)
• Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← 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)
• Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942) (← links)
• (Q4691162) (← links)
• Asymptotics for Weighted Random Sums (Q4906510) (← links)
• Limiting behavior of randomly weighted averages of symmetric heavy-tailed random variables (Q4975163) (← links)
• Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation (Q5031693) (← links)
• Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims (Q5039819) (← links)
• A note on product-convolution for generalized subexponential distributions (Q5046694) (← 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)
• Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force (Q5077505) (← links)
• The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims (Q5079815) (← links)
• Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932) (← links)
• Uniform asymptotics for the compound risk model with dependence structures and constant force of interest (Q5086902) (← links)
• The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (Q5154066) (← links)
• A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
• ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
• Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (Q5414542) (← links)
• Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model (Q5443731) (← links)
• Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate (Q5454668) (← links)
• Sums of Dependent Nonnegative Random Variables with Subexponential Tails (Q5459910) (← links)
• Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation (Q5478907) (← links)
• Weighted sums of subexponential random variables and their maxima (Q5694155) (← links)
• Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)
• Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims (Q6106178) (← links)
• Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims (Q6117105) (← 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)
• On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims (Q6498449) (← links)
• Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims (Q6542582) (← links)
• Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses (Q6550285) (← links)
• Uniform asymptotics for a renewal risk model with a random number of delayed claims (Q6593197) (← links)
• Investigation a dependent generalized compound renewal risk process involving the uniformly bounded copula function (Q6656837) (← links)
• On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)