Pages that link to "Item:Q4585942"
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The following pages link to Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942):
Displaying 25 items.
- Ruin probabilities under Sarmanov dependence structure (Q310666) (← links)
- Randomly weighted sums of dependent subexponential random variables (Q392984) (← links)
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory (Q880855) (← links)
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
- Randomly weighted sums of subexponential random variables with application to ruin theory (Q1880889) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← 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)
- A note on randomly weighted sums of dependent subexponential random variables (Q2181707) (← links)
- Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
- A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
- Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923) (← links)
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims (Q2684912) (← links)
- Uniform approximation of the tail probability of weighted sums of subexponential random variables (Q2832629) (← links)
- Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims (Q5076883) (← links)
- The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims (Q5079815) (← links)
- Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (Q5086619) (← links)
- A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* (Q6102193) (← links)
- Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims (Q6542582) (← links)
- Asymptotic finite-time ruin probabilities for a multidimensional risk model with subexponential claims (Q6643664) (← links)
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)
