Pages that link to "Item:Q1327610"

The following pages link to Regular variation in the tail behaviour of solutions of random difference equations (Q1327610):

Displaying 50 items.

• A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
• Tail behavior of solutions of linear recursions on trees (Q424501) (← links)
• Random difference equations with subexponential innovations (Q525896) (← links)
• Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
• Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
• Renorming divergent perpetuities (Q638760) (← links)
• Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
• Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps (Q662826) (← links)
• Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
• Tail-homogeneity of stationary measures for some multidimensional stochastic recursions (Q842384) (← links)
• Iterated random functions and slowly varying tails (Q901296) (← links)
• Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
• Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
• Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
• A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence (Q1017805) (← links)
• Perpetuities with thin tails revisited (Q1049557) (← links)
• The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case (Q1356352) (← links)
• A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
• On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
• Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
• On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
• Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535) (← links)
• Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case (Q1930656) (← links)
• On random coefficient INAR(1) processes (Q1935708) (← links)
• Random linear recursions with dependent coefficients (Q1957152) (← links)
• Slowly varying asymptotics for signed stochastic difference equations (Q2080153) (← links)
• Stochastic fixed-point equation and local dependence measure (Q2083265) (← links)
• Importance sampling for maxima on trees (Q2132531) (← links)
• Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) (← links)
• Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
• Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions (Q2301497) (← links)
• Random walks in a moderately sparse random environment (Q2316593) (← links)
• An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity (Q2419589) (← links)
• One-dimensional linear recursions with Markov-dependent coefficients (Q2455056) (← links)
• On invariant measures of stochastic recursions in a critical case (Q2467603) (← links)
• Tail behavior of random products and stochastic exponentials (Q2476883) (← links)
• Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations (Q2485834) (← links)
• Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
• Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
• Tail behaviour of stationary solutions of random difference equations: the case of regular matrices (Q2902284) (← links)
• On stochastic difference equations in insurance ruin theory (Q2902286) (← links)
• Infinite-time absolute ruin in dependent renewal risk models with constant force of interest (Q2976123) (← links)
• On Tails of Perpetuities (Q3067857) (← links)
• The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
• Regular Variation of Infinite Series of Processes with Random Coefficients (Q3191887) (← links)
• The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667) (← links)
• (Q3982867) (← links)
• Asymptotics for a discrete-time risk model with Gamma-like insurance risks (Q4575366) (← links)
• Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
• On perpetuities with gamma-like tails (Q4684945) (← links)