Pages that link to "Item:Q4819440"
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The following pages link to On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Q4819440):
Displaying 11 items.
- Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments (Q5029958) (← links)
- Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
- Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence (Q5086717) (← links)
- Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
- ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)
- Sums of Dependent Nonnegative Random Variables with Subexponential Tails (Q5459910) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)
- On Erlang(2) Risk Process Perturbed by Diffusion (Q5704567) (← links)
- Nonexponential asymptotics for the solutions of renewal equations, with applications (Q5754690) (← links)
- Generalized moments of sums with heavy-tailed random summands (Q6054047) (← links)
- Properties of the random effect transformation (Q6592723) (← links)
