Asymptotics for randomly weighted and stopped dependent sums (Q2804547): Difference between revisions

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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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+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
+Normal rank
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+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
+Normal rank
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+Approximation of the tail probability of randomly weighted sums and applications
+Normal rank
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+Randomly weighted sums with dominated varying-tailed increments and application to risk theory
+Normal rank
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+Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
+Normal rank
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+Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
+Normal rank
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+Tail Behavior of Randomly Weighted Sums
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+Normal rank
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+On the ruin probability in a dependent discrete time risk model with insurance and financial risks
+Normal rank
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+Asymptotics for Weighted Random Sums
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+Normal rank
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+Asymptotic analysis for personalized Web search
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+Normal rank
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+Information ranking and power laws on trees
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+Normal rank
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+Precise large deviations for dependent random variables with heavy tails
+Normal rank
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+Some concepts of negative dependence
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+Normal rank
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+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
+Normal rank
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+The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
+Normal rank
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+Bivariate extreme statistics. I
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+Normal rank
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+A note on a dependent risk model with constant interest rate
+Normal rank
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+Sums of Dependent Nonnegative Random Variables with Subexponential Tails
+Normal rank
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+Subexponentiality of the product of independent random variables
+Normal rank
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+Randomly weighted sums of subexponential random variables with application to ruin theory
+Normal rank
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+Estimates for the finite-time ruin probability with insurance and financial risks
+Normal rank
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+Tail behavior of the product of two dependent random variables with applications to risk theory
+Normal rank
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+Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
+Normal rank
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+Random time ruin probability for the renewal risk model with heavy-tailed claims
+Normal rank
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+Uniform asymptotics of the finite-time ruin probability for all times
+Normal rank
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+Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure
+Normal rank
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+Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes
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