Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Kam-Chuen Yuen / rank
Normal rank
 
Property / author
 
Property / author: Chuan-Cun Yin / rank
Normal rank
 
Property / author
 
Property / author: Kam-Chuen Yuen / rank
 
Normal rank
Property / author
 
Property / author: Chuan-Cun Yin / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2039453920 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1101.4056 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail asymptotics for the sum of two heavy-tailed dependent risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4379506 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4726487 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail asymptotics for the supremum of a random walk when the mean is not finite / rank
 
Normal rank
Property / cites work
 
Property / cites work: On lower limits and equivalences for distribution tails of randomly stopped sums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lower Limits for Distribution Tails of Randomly Stopped Sums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of randomly stopped sums in the presence of heavy tails / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subexponentiality and infinite divisibility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lower limits and equivalences for convolution tails / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Sums of Conditionally Independent Subexponential Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic tail probabilities of sums of dependent subexponential random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subexponential distributions and integrated tails / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sums of Dependent Nonnegative Random Variables with Subexponential Tails / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4493303 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Precise large deviations for the prospective-loss process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of tail and local probabilities for sums of subexponential random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maxima of Sums of Heavy-Tailed Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hidden regular variation, second order regular variation and asymptotic independence / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails / rank
 
Normal rank
Property / cites work
 
Property / cites work: ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lower limits and upper limits for tails of random sums supported on \(\mathbb R\) / rank
 
Normal rank

Latest revision as of 23:38, 5 July 2024

scientific article
Language Label Description Also known as
English
Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables
scientific article

    Statements

    Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (English)
    0 references
    6 December 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    asymptotic tail probability
    0 references
    copulas
    0 references
    heavy-tailed distributions
    0 references
    partial sums
    0 references
    risk processes
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references