Pages that link to "Item:Q5478907"

The following pages link to Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation (Q5478907):

Displaying 50 items.

• Randomly stopped sums with consistently varying distributions (Q340828) (← links)
• Randomly weighted sums of dependent subexponential random variables (Q392984) (← links)
• Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
• On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
• Tail probability of randomly weighted sums of subexponential random variables under a dependence structure (Q452892) (← links)
• Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
• Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
• Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
• The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309) (← links)
• Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
• Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
• Asymptotics of random contractions (Q661266) (← links)
• Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
• Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
• The tail behavior of randomly weighted sums of dependent random variables (Q896413) (← links)
• Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
• Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
• Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
• Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)
• On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
• Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
• Rates in approximations to ruin probabilities for heavy-tailed distributions (Q1848522) (← links)
• Randomly weighted sums of subexponential random variables with application to ruin theory (Q1880889) (← links)
• Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables (Q1936551) (← links)
• Weighted sums for i. i. d. random variables with relatively thin tails (Q1975190) (← links)
• A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
• Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables (Q2067852) (← links)
• Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations (Q2111576) (← links)
• Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
• Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
• Exact upper tail probabilities of random series (Q2344861) (← links)
• Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
• Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
• Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856) (← links)
• Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation (Q2431052) (← links)
• Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
• The supremum of random walk with negatively associated and heavy-tailed steps (Q2467372) (← links)
• Randomly weighted sums with dominated varying-tailed increments and application to risk theory (Q2511569) (← links)
• The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
• On pairwise quasi-asymptotically independent random variables and their applications (Q2637381) (← links)
• Asymptotics for ratios with applications to reinsurance (Q2644306) (← links)
• Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims (Q2691358) (← links)
• Convolutions of heavy-tailed random variables and applications to portfolio diversification and \(\text{MA}(1)\) time series (Q2713154) (← links)
• Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933) (← links)
• Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
• Risk measures and multivariate extensions of Breiman's theorem (Q2897148) (← links)
• Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
• Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails (Q2980120) (← links)
• Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)