Pages that link to "Item:Q1945612"

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 the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims (Q5077245) (← links)
• Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times (Q5077384) (← links)
• Elementary renewal theorems for widely dependent random variables with applications to precise large deviations (Q5077424) (← links)
• Complete moment convergence for the widely orthant dependent linear processes with random coefficients (Q5079274) (← links)
• Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate (Q5079456) (← links)
• Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force (Q5080280) (← links)
• The limit property of a risk model based on entrance processes (Q5082864) (← links)
• Strong law of large numbers and complete convergence for non-identically distributed WOD random variables (Q5083449) (← links)
• Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails (Q5085595) (← links)
• Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
• Complete convergence for weighted sums of WNOD random variables and its applications (Q5086472) (← links)
• Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (Q5086619) (← links)
• Strong convergence properties for weighted sums of WNOD random variables and its applications in nonparametric regression models (Q5086632) (← links)
• Uniform asymptotics for the compound risk model with dependence structures and constant force of interest (Q5086902) (← links)
• Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of <i>R</i> − <i>h</i>-integrability and its applications (Q5087033) (← links)
• On complete and complete moment convergence for weighted sums of widely orthant dependent random variables (Q5088139) (← links)
• Convergence properties for the partial sums of widely orthant dependent random variables under some integrable assumptions and their applications (Q5147244) (← links)
• Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models (Q5154046) (← links)
• Precise large deviations for sums of WUOD and <i>φ</i>-mixing random variables with dominated variation (Q5154115) (← links)
• Asymptotic results for certain weak dependent variables (Q5218371) (← links)
• Strong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applications (Q5221296) (← links)
• Complete convergence and complete moment convergence for arrays of rowwise widely orthant dependent random variables and an application (Q5223495) (← links)
• Probability inequalities for sums of WUOD random variables and their applications (Q5223508) (← links)
• Complete consistency for recursive probability density estimator of widely orthant dependent samples (Q5227572) (← links)
• THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS (Q5242844) (← links)
• Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)
• ℒ_p-convergence for weighted sums of arrays of rowwise extended negatively dependent random variables (Q5877861) (← links)
• Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications (Q6049314) (← links)
• Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications (Q6050707) (← links)
• Complete consistency for the weighted least squares estimators in semiparametric regression models (Q6053878) (← links)
• Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals (Q6054128) (← links)
• Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments (Q6060903) (← links)
• Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models (Q6074368) (← links)
• Complete convergence for maximum of weighted sums of WNOD random variables and its application (Q6078255) (← links)
• Complete moment convergence for moving average process based on <i>m</i>-WOD random variables (Q6096173) (← links)
• The Kolmogorov strong law of large numbers for WOD random variables (Q6100732) (← links)
• Complete and complete \(f\)-moment convergence for arrays of rowwise END random variables and some applications (Q6112557) (← links)
• Complete convergence for randomly weighted sums of random variables and its application in linear-time-invariant systems (Q6116457) (← links)
• Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables (Q6116724) (← links)
• Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims (Q6117105) (← links)
• Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications (Q6126013) (← links)
• Asymptotics of <i>M</i>‐estimator in multivariate linear regression models for a class of random errors (Q6139770) (← links)
• (Q6155224) (← links)
• Weak law of large numbers and complete convergence for general dependent sequences (Q6155542) (← links)
• Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations (Q6164120) (← links)
• Strong convergence for weighted sums of widely orthant dependent random variables and applications (Q6164842) (← links)
• Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (Q6165364) (← links)
• Generalized weak laws of large numbers in Hilbert spaces (Q6165380) (← links)
• Laws of large numbers and complete convergence for WOD random variables and their applications (Q6171288) (← links)
• Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. (Q6204983) (← links)