The following pages link to (Q5412160):
Displaying 15 items.
- Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
- Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory (Q880855) (← links)
- Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569) (← links)
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← 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)
- Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) (← links)
- On the maximum of randomly weighted sums with regularly varying tails (Q2493861) (← links)
- Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Q4819440) (← links)
- Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation (Q5031693) (← links)
- Asymptotics for a type of randomly weighted sums and its application (Q5383665) (← links)
- Revisiting the product of random variables (Q6159086) (← links)
- Asymptotics for value at risk and conditional tail expectation of a portfolio loss (Q6579530) (← links)
