Pages that link to "Item:Q1873591"

The following pages link to Characterizations on heavy-tailed distributions by means of hazard rate. (Q1873591):

Displaying 17 items.

• Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times (Q646758) (← links)
• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• On the behavior of the product of independent random variables (Q862681) (← links)
• On domination problem of non-negative distributions (Q1034901) (← links)
• Hazard function and characterizations on distribution tails of nonnegative random variables (Q1430957) (← links)
• On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
• Comment on the work of Zhang et al. ``Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process'' (Q2067938) (← links)
• On the mixtures of length-biased Weibull distributions for loss severity modeling (Q2131911) (← links)
• Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk (Q2241622) (← links)
• The supremum of random walk with negatively associated and heavy-tailed steps (Q2467372) (← links)
• A wide class of heavy-tailed distributions and its applications (Q2480272) (← links)
• A NEW ARGUMENT IN FAVOR OF HYPERBOLIC DISCOUNTING IN VERY LONG TERM PROJECT APPRAISAL (Q2939920) (← links)
• Characterization of tails through hazard rate and convolution closure properties (Q3094479) (← links)
• (Q3738404) (← links)
• On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Q4819440) (← links)
• On the Maximum Exceedance of a Sequence of Random Variables Over a Renewal Threshold (Q5321769) (← links)
• A new definition of hitting time and an embedded Markov chain in continuous-time quantum walks (Q6098287) (← links)