The following pages link to (Q4247115):
Displaying 50 items.
- Large deviations for dependent heavy tailed random variables (Q459489) (← links)
- Exact tail asymptotics of a queue with LRD input traffic (Q487102) (← links)
- Exact tail asymptotics of a tandem queue with LRD service times (Q487112) (← links)
- A sufficient condition for the subexponential asymptotics of GI/G/\(1\)-type Markov chains with queueing applications (Q513038) (← links)
- Asymptotic behavior of generalized processor sharing queues under subexponential assumptions (Q833103) (← links)
- A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325) (← links)
- Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
- The finite-time ruin probability for ND claims with constant interest force (Q956402) (← links)
- New limit formulas for the convolution of a function with a measure and their applications (Q1008436) (← links)
- Asymptotic results for heavy-tailed distributions using defective renewal equations (Q1009712) (← links)
- Asymptotic behavior of tail density for sum of correlated lognormal variables (Q1035169) (← links)
- Asymptotic loss probability in a finite buffer fluid queue with heterogeneous heavy-tailed on-off processes (Q1413682) (← links)
- Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. (Q1421875) (← links)
- Sampling at subexponential times, with queueing applications (Q1593601) (← links)
- Monotonicity and condensation in homogeneous stochastic particle systems (Q1650118) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift (Q1713469) (← links)
- Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (Q1762046) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- Subexponential asymptotics of hybrid fluid and ruin models (Q1774229) (← links)
- Sublinear exaves (Q1921762) (← links)
- Archimedean copulas with applications to VaR estimation (Q2013643) (← links)
- Improved concentration bounds for sums of independent sub-exponential random variables (Q2081780) (← links)
- Modeling volatility using state space models with heavy tailed distributions (Q2228729) (← links)
- Modelling conflicting information using subexponential distributions and related classes (Q2393158) (← links)
- Tail probabilities of St. Petersburg sums, trimmed sums, and their limit (Q2412518) (← links)
- Lifetime properties of a cumulative shock model with a cluster structure (Q2449382) (← links)
- Evolutionarily stable strategies of random games, and the vertices of random polygons (Q2476406) (← links)
- Exact waiting time and queue size distributions for equilibrium \(M/G/1\) queues with Pareto service (Q2479859) (← links)
- Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825) (← links)
- Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times (Q2485760) (← links)
- Tail asymptotics of the \(n\)th convolution of super-exponential distributions (Q2493848) (← links)
- Tail asymptotics for the queue length in an M/G/1 retrial queue (Q2494547) (← links)
- Extremes of subexponential Lévy driven moving average processes (Q2507671) (← links)
- Infinite divisibility and generalized subexponentiality (Q2565929) (← links)
- Reinsurance of large claims (Q2571225) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- (Q3110558) (← links)
- On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936) (← links)
- Multivariate subexponential distributions and random sums of random vectors (Q3417915) (← links)
- (Q3732638) (← links)
- (Q3808934) (← links)
- Boolean convolutions and regular variation (Q4585089) (← links)
- On multivariate modifications of Cramer–Lundberg risk model with constant intensities (Q4622811) (← links)
- Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions (Q4647593) (← links)
- Convolution equivalence and infinite divisibility (Q4819467) (← links)
- Piecewise linear approximation of empirical distributions under a Wasserstein distance constraint (Q4960757) (← links)
- Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution (Q5440641) (← links)
- Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries (Q5443732) (← links)
