Subexponentiality of the product of dependent random variables (Q2637372): Difference between revisions

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+Hai-Zhong Yang
@@ Property / author: Hai-Zhong Yang / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2013.05.017
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@@ Property / OpenAlex ID @@
+W2062287137
@@ Property / OpenAlex ID: W2062287137 / rank @@
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@@ Property / cites work @@
+Extremes on the discounted aggregate claims in a time dependent risk model
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@@ Property / cites work @@
+Q3703094
@@ Property / cites work: Q3703094 / rank @@
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@@ Property / cites work @@
+Q5525727
@@ Property / cites work: Q5525727 / rank @@
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@@ Property / cites work @@
+The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
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+On the behavior of the product of independent random variables
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@@ Property / cites work @@
+Subexponentiality of the product of independent random variables
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@@ Property / cites work @@
+Q3860550
@@ Property / cites work: Q3860550 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Heavy-Tailed and Subexponential Distributions
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+The product of two dependent random variables with regularly varying or rapidly varying tails
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+Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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+From light tails to heavy tails through multiplier
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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+Tail behavior of the product of two dependent random variables with applications to risk theory
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