Pages that link to "Item:Q850761"

The following pages link to On convolution equivalence with applications (Q850761):

Displaying 32 items.

• Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
• The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982) (← links)
• Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
• The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
• Equidimensionality of convolution morphisms and applications to saturation problems. (Q855778) (← links)
• The overshoot of a random walk with negative drift (Q871033) (← links)
• Convolution equivalence and distributions of random sums (Q946482) (← links)
• Convolution invariance and corrected impulse invariance (Q1027318) (← links)
• The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
• A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
• From light tails to heavy tails through multiplier (Q2271715) (← links)
• Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
• Extremes and products of multivariate AC-product risks (Q2442532) (← links)
• Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)
• Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims (Q2518549) (← links)
• Subexponentiality of the product of dependent random variables (Q2637372) (← links)
• Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
• Tail asymptotic of Weibull-type risks (Q2934849) (← links)
• Infinite-time absolute ruin in dependent renewal risk models with constant force of interest (Q2976123) (← links)
• THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS (Q3008156) (← links)
• The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667) (← links)
• On the interrelationships among a class of convolutions (Q3696383) (← links)
• Asymptotics for a discrete-time risk model with Gamma-like insurance risks (Q4575366) (← links)
• Discrete time ruin probability with Parisian delay (Q4577208) (← links)
• A comparison principle for convolution measures with applications (Q4958662) (← links)
• A note on product-convolution for generalized subexponential distributions (Q5046694) (← links)
• On Problems Equivalent to (min,+)-Convolution (Q5111352) (← links)
• Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries (Q5443732) (← links)
• The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
• Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals (Q6054128) (← links)
• Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)
• An Asymptotic Result on Catastrophe Insurance Losses (Q6583015) (← links)