Pages that link to "Item:Q692651"

The following pages link to Precise large deviations for widely orthant dependent random variables with dominatedly varying tails (Q692651):

Displaying 24 items.

• On closure properties of heavy-tailed distributions for random sums (Q406627) (← links)
• Precise large deviations for random sums of END random variables with dominated variation (Q469894) (← links)
• Precise large deviations for widely orthant dependent random variables with different distributions (Q680876) (← links)
• Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← links)
• Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
• Complete convergence for weighted sums of widely orthant-dependent random variables and its statistical application (Q2231592) (← links)
• Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models (Q2287766) (← links)
• Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times (Q2694880) (← links)
• Precise large deviations for aggregate claims (Q2815967) (← links)
• Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments (Q2876234) (← links)
• Precise large deviations for sums of widely upper orthant dependent random variables (Q2926948) (← links)
• Precise large deviations of aggregate claim amount in a dependent renewal risk model (Q2978999) (← links)
• Precise large deviations of aggregate claims in a compound size-dependent renewal risk model (Q2979585) (← links)
• Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails (Q2979978) (← links)
• A note on the asymptotics for the randomly stopped weighted sums (Q4968186) (← links)
• Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims (Q5077245) (← links)
• Elementary renewal theorems for widely dependent random variables with applications to precise large deviations (Q5077424) (← links)
• Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force (Q5080280) (← links)
• Precise large deviations for sums of WUOD and <i>φ</i>-mixing random variables with dominated variation (Q5154115) (← links)
• Probability inequalities for sums of WUOD random variables and their applications (Q5223508) (← links)
• (Q5319370) (← links)
• Precise large deviations for <font>φ</font>-mixing and UND random variables with long-tailed distributions (Q5349092) (← links)
• Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)
• Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples (Q6581336) (← links)