Pages that link to "Item:Q4819438"

The following pages link to Precise large deviations for sums of random variables with consistently varying tails (Q4819438):

Displaying 50 items.

• Precise large deviations of aggregate loss process in a risk model based on the policy entrance process (Q261675) (← links)
• Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model (Q277256) (← links)
• Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process (Q289963) (← links)
• Local precise large and moderate deviations for sums of independent random variables (Q335049) (← links)
• Precise large deviations for compound random sums in the presence of dependence structures (Q356108) (← links)
• Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
• Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871) (← links)
• Large deviations for random sums of differences between two sequences of random variables with applications to risk theory (Q385821) (← links)
• Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model (Q392706) (← links)
• Extended precise large deviations of random sums in the presence of END structure and consistent variation (Q410971) (← links)
• Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982) (← links)
• Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model (Q449376) (← links)
• Precise large deviations for random sums of END random variables with dominated variation (Q469894) (← links)
• A sufficient condition for the subexponential asymptotics of GI/G/\(1\)-type Markov chains with queueing applications (Q513038) (← links)
• Large deviations for sums of random vectors attracted to operator semi-stable laws (Q521959) (← links)
• Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model (Q645449) (← links)
• Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749) (← links)
• Moderate deviations for a risk model based on the customer-arrival process (Q654486) (← links)
• Precise large deviations for widely orthant dependent random variables with different distributions (Q680876) (← links)
• Precise large deviations for widely orthant dependent random variables with dominatedly varying tails (Q692651) (← links)
• On preserving the limit points of corresponding objects (Q777134) (← links)
• Web renewal counting processes and their applications in insurance (Q824803) (← links)
• Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
• Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails (Q882738) (← links)
• A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
• Large deviations for random sums of negatively dependent random variables with consistently varying tails (Q886324) (← links)
• Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
• Cramér-type moderate deviation for Studentized compound Poisson sum (Q904710) (← links)
• Precise large deviation results for the total claim amount under subexponential claim sizes (Q935826) (← links)
• Tails of random sums of a heavy-tailed number of light-tailed terms (Q938036) (← links)
• Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
• Large deviations for random walks under subexponentiality: The big-jump domain (Q948750) (← links)
• Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails (Q958943) (← links)
• Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (Q989824) (← links)
• Local precise large deviations for sums of random variables with \(O\)-regularly varying densities (Q990926) (← links)
• Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model (Q1003329) (← links)
• Precise large deviations for dependent random variables with heavy tails (Q1017834) (← links)
• Large deviation estimates involving deformed exponential functions (Q1618670) (← links)
• Precise large deviations for long-tailed distributions (Q1930534) (← links)
• Precise large deviations for random sums of END real-valued random variables with consistent variation (Q1947327) (← links)
• Asymptotics for heavy-tailed renewal-reward processes and applications to risk processes and heavy traffic networks (Q2032337) (← links)
• Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model (Q2046237) (← links)
• Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (Q2128938) (← links)
• Several properties of a nonstandard renewal counting process and their applications (Q2179651) (← links)
• Precise large deviations for generalized dependent compound renewal risk model with consistent variation (Q2258910) (← 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)
• Precise large deviations for a customer-based individual risk model (Q2431045) (← links)
• Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (Q2435745) (← links)
• Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← links)