The following pages link to (Q4743586):
Displaying 50 items.
- An inequality of widely dependent random variables and its applications (Q282126) (← links)
- Weak max-sum equivalence for dependent heavy-tailed random variables (Q282131) (← links)
- On stochastic dominance and the strong law of large numbers for dependent random variables (Q326743) (← links)
- Precise large deviations for compound random sums in the presence of dependence structures (Q356108) (← links)
- Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871) (← links)
- Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (Q392997) (← links)
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails (Q393013) (← links)
- On closure properties of heavy-tailed distributions for random sums (Q406627) (← links)
- Uniform asymptotics of the finite-time ruin probability for all times (Q408271) (← links)
- Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims (Q410562) (← links)
- Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982) (← links)
- Complete convergence for weighted sums of negatively dependent random variables (Q434411) (← links)
- The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims (Q459487) (← links)
- Strong convergence for weighted sums of arrays of rowwise pairwise NQD random variables (Q486326) (← links)
- Tail probability of a random sum with a heavy-tailed random number and dependent summands (Q495183) (← links)
- Large deviations for sums of random vectors attracted to operator semi-stable laws (Q521959) (← links)
- On complete convergence for Stout's type weighted sums of MOD sequence (Q530728) (← links)
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims (Q606341) (← links)
- Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest (Q610745) (← links)
- Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times (Q646758) (← links)
- Precise large deviations for widely orthant dependent random variables with different distributions (Q680876) (← links)
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails (Q692651) (← links)
- Basic renewal theorems for random walks with widely dependent increments (Q719596) (← links)
- Complete and complete moment convergence for weighted sums of widely orthant dependent random variables (Q741233) (← links)
- Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims (Q844862) (← links)
- Multivariate dynamic information (Q864272) (← 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)
- Complete moment convergence and mean convergence for arrays of rowwise extended negatively dependent random variables (Q904609) (← links)
- Maximal inequality and complete convergence of non-identically distributed negatively associated sequences (Q933046) (← links)
- The finite-time ruin probability for ND claims with constant interest force (Q956402) (← links)
- Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103) (← links)
- Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
- Multivariate dependence of spacings of generalized order statistics (Q1012527) (← links)
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (Q1033579) (← links)
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)
- A concept of negative dependence using stochastic ordering (Q1067292) (← links)
- Weak association with a stress-strength model application (Q1122284) (← links)
- Kaplan-Meier estimator under association (Q1275419) (← links)
- Some weighted distribution results on univariate and bivariate cases (Q1298863) (← links)
- A weakly dependence structure of multivariate processes (Q1365171) (← links)
- Some maximal inequalities and complete convergences of negatively associated random sequences (Q1613065) (← links)
- Strong laws of large numbers for pairwise quadrant dependent random variables (Q1640977) (← links)
- Complete moment convergence for negatively dependent sequences of random variables (Q1727500) (← links)
- Directional dependence of random vectors (Q1761610) (← links)
- On bivariate dependence and the convex order (Q1866984) (← links)
- Convergence properties for arrays of rowwise pairwise negatively quadrant dependent random variables. (Q1928175) (← links)
- Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model (Q1929911) (← links)
