Pages that link to "Item:Q488110"

The following pages link to Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110):

Displaying 50 items.

• The moment of maximum normed randomly weighted sums of martingale differences (Q260455) (← links)
• Complete moment convergence of double-indexed randomly weighted sums of mixing sequences (Q347452) (← links)
• Random difference equations with subexponential innovations (Q525896) (← links)
• Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569) (← links)
• The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
• Extremes of randomly scaled Gumbel risks (Q1674367) (← 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)
• Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
• The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
• Randomly weighted sums of subexponential random variables with application to ruin theory (Q1880889) (← links)
• Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
• Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
• Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables (Q2113622) (← links)
• Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
• An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
• A note on randomly weighted sums of dependent subexponential random variables (Q2181707) (← links)
• Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims (Q2244583) (← links)
• A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
• On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims (Q2322588) (← 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)
• Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923) (← links)
• A note on weighted infinite sums of dependent regularly varying tailed random variables (Q2398402) (← links)
• Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856) (← links)
• Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940) (← links)
• The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) (← links)
• Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
• Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
• The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) (← links)
• Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims (Q2691358) (← links)
• Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
• Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails (Q2980120) (← links)
• Asymptotics for a discrete-time risk model with Gamma-like insurance risks (Q4575366) (← links)
• Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942) (← links)
• (Q4691162) (← links)
• A note on the asymptotics for the randomly stopped weighted sums (Q4968186) (← links)
• Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims (Q5029938) (← links)
• Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation (Q5031693) (← links)
• AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS (Q5050856) (← links)
• APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS (Q5050872) (← links)
• Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
• The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims (Q5079815) (← links)
• Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932) (← links)
• A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES (Q5111479) (← links)
• ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
• Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
• Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals (Q6054128) (← links)
• Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)