Pages that link to "Item:Q2637381"

The following pages link to On pairwise quasi-asymptotically independent random variables and their applications (Q2637381):

Displaying 47 items.

• Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
• Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
• Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
• Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
• Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
• Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables (Q2067852) (← links)
• Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
• Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
• Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
• An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
• A note on pair-dependent linear statistics with a slowly increasing variance (Q2229351) (← links)
• Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims (Q2244583) (← links)
• Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
• Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process (Q2298661) (← links)
• On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims (Q2322588) (← links)
• Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508) (← links)
• Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
• Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
• Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim (Q2658425) (← links)
• The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) (← links)
• Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims (Q2684912) (← links)
• Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims (Q2691358) (← links)
• Uniform approximation of the tail probability of weighted sums of subexponential random variables (Q2832629) (← links)
• Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (Q3458129) (← links)
• On Q-independence, limit theorems and q-Gaussian distribution (Q4386415) (← links)
• Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
• Asymptotic ruin probabilities for a bidimensional renewal risk model (Q4584665) (← links)
• Some novel results on pairwise quasi-asymptotical independence with applications to risk theory (Q4588896) (← links)
• (Q4691162) (← links)
• Asymptotics for ultimate ruin probability in a by-claim risk model (Q4993830) (← links)
• Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims (Q5029938) (← links)
• Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments (Q5029958) (← links)
• Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate (Q5076950) (← links)
• Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force (Q5077505) (← links)
• The limit property of a risk model based on entrance processes (Q5082864) (← links)
• The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
• Generalized moments of sums with heavy-tailed random summands (Q6054047) (← links)
• Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)
• A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* (Q6102193) (← links)
• Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims (Q6117105) (← links)
• (Q6167149) (← links)
• Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns (Q6169364) (← links)
• Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
• On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims (Q6498449) (← links)
• Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions (Q6544208) (← links)
• Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion (Q6550287) (← links)
• Uniform asymptotics for a renewal risk model with a random number of delayed claims (Q6593197) (← links)