The following pages link to A Note on Cumulative Sums (Q5846191):
Displaying 50 items.
- Cumulative computing (Q276464) (← links)
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
- Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891) (← links)
- The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails (Q645446) (← links)
- Theory and applications of a new methodology for the random sequential probability ratio test (Q713878) (← links)
- A uniform asymptotic estimate for discounted aggregate claims with subexponential tails (Q938042) (← links)
- The finite-time ruin probability for ND claims with constant interest force (Q956402) (← links)
- Stopping times of one-sample rank order sequential probability ratio tests (Q1059353) (← links)
- The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
- A note on the parallel sum (Q2069861) (← links)
- Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations (Q2097495) (← links)
- Change-level detection for Lévy subordinators (Q2121087) (← links)
- Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
- Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims (Q2231611) (← links)
- Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims (Q2244583) (← links)
- A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation (Q2406777) (← links)
- Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060) (← links)
- Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (Q2513634) (← links)
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126) (← links)
- The number of visits of vector walks to bounded regions (Q2527880) (← links)
- Existenz von sequentiellen Tests zu vorgegebenen Niveaus (Q2539157) (← links)
- Ratio theorems for random walks. II (Q2626631) (← links)
- Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate (Q2792301) (← links)
- Sequential detection of a steady state (Q2805604) (← links)
- Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000) (← links)
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
- On a Sequential Probability Ratio Test Subject to Incomplete Data (Q3106539) (← links)
- Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
- A note on sums of independent random variables (Q3285934) (← links)
- The Contributions of Robert A. Wijsman to Sequential Analysis (Q3377990) (← links)
- Sequential procedures in identification (Q3888394) (← links)
- Asymptotic ruin probabilities for a bidimensional renewal risk model (Q4584665) (← links)
- Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims (Q5039819) (← links)
- Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims (Q5076883) (← links)
- Tail asymptotic of discounted aggregate claims with compound dependence under risky investment (Q5078281) (← links)
- Life and Work of Bhaskar Kumar Ghosh (Q5190357) (← links)
- An Objective Bayesian Approach to Multistage Hypothesis Testing (Q5190367) (← links)
- On SPRT and RSPRT for the Unknown Mean in a Normal Distribution with Equal Mean and Variance (Q5389560) (← links)
- Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate (Q5454668) (← links)
- Multiple points for the sample paths of the symmetric stable process (Q5524062) (← links)
- Two probability theorems and their application to some first passage problems (Q5737378) (← links)
- Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation (Q5863683) (← links)
- Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims (Q6053892) (← links)
- Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)
- A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* (Q6102193) (← links)
- Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims (Q6117105) (← links)
- Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
- On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims (Q6498449) (← links)
- Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns (Q6647783) (← links)
