Pages that link to "Item:Q4460799"
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The following pages link to UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE HORIZONS WITH SUBEXPONENTIAL TAILS (Q4460799):
Displaying 16 items.
- Uniform asymptotics of the finite-time ruin probability for all times (Q408271) (← links)
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- Finite-horizon ruin probability asymptotics in the compound discrete-time risk model (Q647156) (← links)
- Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
- A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
- Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683) (← links)
- Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models (Q2516918) (← links)
- The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk (Q2572397) (← links)
- The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
- Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
- Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
- Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model (Q5443731) (← links)
- Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes (Q6615470) (← links)
