Pages that link to "Item:Q2464850"
From MaRDI portal
The following pages link to Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (Q2464850):
Displaying 10 items.
- The weak convergence theorem for the distribution of the maximum of a Gaussian random walk and approximation formulas for its moments (Q352900) (← links)
- A note on Veraverbeke's theorem (Q596409) (← links)
- Second-order asymptotics of ruin probabilities for semiexponential claims (Q847904) (← links)
- The maximum on a random time interval of a random walk with long-tailed increments and negative drift. (Q1872352) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present (Q2018885) (← links)
- Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (Q2445354) (← links)
- A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory (Q2463944) (← links)
- Series expansions for the all-time maximum of \(\alpha\)-stable random walks (Q2830879) (← links)
- Second Order Approximation for the Distribution of the Maximum of a Random Walk with Negative Drift and Infinite Variance (Q5252470) (← links)
