Pages that link to "Item:Q1769490"
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The following pages link to Large deviations of heavy-tailed random sums in the risk models (Q1769490):
Displaying 15 items.
- Large deviations for random sums of differences between two sequences of random variables with applications to risk theory (Q385821) (← links)
- Sample-path large deviations in credit risk (Q410789) (← links)
- Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails (Q551794) (← links)
- High level quantile approximations of sums of risks (Q906345) (← links)
- Tails of random sums of a heavy-tailed number of light-tailed terms (Q938036) (← links)
- Large deviation results for generalized compound negative binomial risk models (Q1036907) (← links)
- Large deviations of heavy-tailed sums with applications in insurance (Q1294763) (← links)
- A contribution to large deviations for heavy-tailed random sums (Q1609657) (← links)
- Large deviations for sums of independent heavy-tailed random variables (Q1881780) (← links)
- Heavy tails for an alternative stochastic perpetuity model (Q2010493) (← links)
- The application for local precise large deviation probability of random sums (Q2918095) (← links)
- Some large deviation results for generalized compound binomial risk models (Q3054404) (← links)
- Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures (Q3510420) (← links)
- Precise local large deviations for heavy-tailed random sums with applications to risk models (Q4583614) (← links)
- (Q5399790) (← links)
