Pages that link to "Item:Q2873942"
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The following pages link to Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models (Q2873942):
Displaying 15 items.
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← links)
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model (Q2046237) (← links)
- Precise large deviations for sums of random vectors with dependent components of consistently varying tails (Q2358377) (← links)
- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model (Q2422594) (← links)
- Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
- Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times (Q2667602) (← links)
- Precise large deviations for partial sums of a class of negatively associated random arrays (Q2885991) (← links)
- Local precise large deviations for independent sums in multi-risk model (Q2927091) (← links)
- (Q3461735) (← links)
- Precise local large deviations for heavy-tailed random sums with applications to risk models (Q4583614) (← links)
- Precise large deviations for strong subexponential distributions and applications on a multi risk model (Q5077888) (← links)
- (Q5399790) (← links)
- (Q6155224) (← links)
- Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables (Q6580267) (← links)
- Precise large deviations of aggregate claims in bidimensional risk model with dependence structures (Q6641324) (← links)
