Pages that link to "Item:Q2325923"
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The following pages link to Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923):
Displaying 20 items.
- Tail probability of randomly weighted sums of subexponential random variables under a dependence structure (Q452892) (← links)
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables (Q951218) (← links)
- Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611) (← links)
- Approximating sums of products of dependent random variables (Q2006751) (← links)
- Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables (Q2113622) (← links)
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
- Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims (Q2231611) (← links)
- A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940) (← links)
- Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
- Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims (Q2684912) (← links)
- Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (Q3458129) (← links)
- Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942) (← links)
- Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims (Q6053892) (← links)
- A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* (Q6102193) (← links)
- Asymptotic finite-time ruin probabilities for a multidimensional risk model with subexponential claims (Q6643664) (← links)
- Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns (Q6647783) (← links)
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)