Pages that link to "Item:Q393013"
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The following pages link to Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails (Q393013):
Displaying 11 items.
- Randomly stopped sums of not identically distributed heavy tailed random variables (Q274177) (← links)
- Tail behavior of random sums of negatively associated increments (Q624555) (← links)
- Finite-horizon ruin probability asymptotics in the compound discrete-time risk model (Q647156) (← links)
- Large deviations for random sums of negatively dependent random variables with consistently varying tails (Q886324) (← links)
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands (Q2448459) (← links)
- Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments (Q2876234) (← links)
- The uniformly asymptotic estimate for the tail probability of the sums of nonnegative and dependent random variables (Q3179889) (← links)
- A note on the tail behavior of randomly weighted and stopped dependent sums (Q4968012) (← links)
- A note on the asymptotics for the randomly stopped weighted sums (Q4968186) (← links)
