Pages that link to "Item:Q1686241"

The following pages link to On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241):

Displaying 25 items.

• Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
• Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569) (← links)
• The tail behavior of randomly weighted sums of dependent random variables (Q896413) (← links)
• Weighted sums for i. i. d. random variables with relatively thin tails (Q1975190) (← links)
• Approximating sums of products of dependent random variables (Q2006751) (← links)
• On the tail behaviour of aggregated random variables (Q2079609) (← links)
• Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables (Q2113622) (← links)
• A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
• Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples (Q2322666) (← links)
• Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
• Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims (Q2691358) (← links)
• Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
• Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)
• Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails (Q4981822) (← links)
• APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS (Q5050872) (← links)
• ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
• (Q5412160) (← links)
• (Q5461892) (← links)
• Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation (Q5478907) (← links)
• Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
• Uniform approximation for the tail behavior of bidimensional randomly weighted sums (Q6164858) (← links)
• Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses (Q6550285) (← links)
• Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return (Q6579745) (← links)
• Multivariate regularly varying insurance and financial risks in multidimensional risk models (Q6639533) (← links)
• Precise large deviations of aggregate claims in bidimensional risk model with dependence structures (Q6641324) (← links)