Pages that link to "Item:Q2322666"
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The following pages link to Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples (Q2322666):
Displaying 11 items.
- Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094) (← links)
- Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
- Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
- Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
- Asymptotics for ratios with applications to reinsurance (Q2644306) (← links)
- Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
- (Q3571729) (← links)
- Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875) (← links)
- Second Order Approximation for the Distribution of the Maximum of a Random Walk with Negative Drift and Infinite Variance (Q5252470) (← links)
