Pages that link to "Item:Q596410"

The following pages link to Tail asymptotics for the supremum of a random walk when the mean is not finite (Q596410):

Displaying 36 items.

• Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims (Q277262) (← links)
• Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
• Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail (Q340814) (← links)
• Uniform asymptotics of the finite-time ruin probability for all times (Q408271) (← links)
• Asymptotics of randomly stopped sums in the presence of heavy tails (Q627282) (← links)
• Finite-horizon ruin probability asymptotics in the compound discrete-time risk model (Q647156) (← links)
• Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
• Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
• A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
• Lower limits and equivalences for convolution tails (Q879260) (← links)
• Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
• The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462) (← links)
• Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model (Q1929911) (← links)
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612) (← links)
• Maximum on a random time interval of a random walk with infinite mean (Q2052793) (← links)
• Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
• Persistence of autoregressive sequences with logarithmic tails (Q2105158) (← links)
• On a transformation between distributions obeying the principle of a single big jump (Q2352853) (← links)
• Discrete and continuous time modulated random walks with heavy-tailed increments (Q2385614) (← links)
• Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
• Heavy tails in multi-server queue (Q2494538) (← links)
• Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
• Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
• The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk (Q2572397) (← links)
• Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims (Q2817162) (← links)
• Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) (← links)
• Precise large deviations of aggregate claim amount in a dependent renewal risk model (Q2978999) (← links)
• The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments (Q3396379) (← links)
• Local asymptotics of the cycle maximum of a heavy-tailed random walk (Q3435397) (← links)
• A local asymptotic behavior for ruin probability in the renewal risk model (Q3610426) (← links)
• Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model (Q4916402) (← links)
• A note on the tail behavior of randomly weighted and stopped dependent sums (Q4968012) (← links)
• Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
• Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (Q5087017) (← links)
• Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
• Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)