Q4691162 (Q4691162): Difference between revisions

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+Jonas Šiaulys
@@ Property / author: Jonas Šiaulys / rank @@
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+MaRDI publication profile
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+Normal rank
@@ Property / cites work @@
+Extremes on the discounted aggregate claims in a time dependent risk model
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+On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
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+The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance
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+Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
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+Q3860550
@@ Property / cites work: Q3860550 / rank @@
+Normal rank
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+Convolutions of Long-Tailed and Subexponential Distributions
+Normal rank
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+Randomly weighted sums with dominated varying-tailed increments and application to risk theory
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+Tail behavior of negatively associated heavy-tailed sums
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
+Normal rank
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+Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
+Normal rank
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+The finite-time ruin probability for ND claims with constant interest force
+Normal rank
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+On the non-closure under convolution of the subexponential family
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+On pairwise quasi-asymptotically independent random variables and their applications
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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+Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims
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+A note on a dependent risk model with constant interest rate
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+Maxima of Sums of Heavy-Tailed Random Variables
@@ Property / cites work: Maxima of Sums of Heavy-Tailed Random Variables / rank @@
+Normal rank
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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.
+Normal rank
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+Randomly weighted sums of subexponential random variables with application to ruin theory
+Normal rank
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+Randomly weighted sums of subexponential random variables with application to capital allocation
+Normal rank
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+Randomly weighted sums of dependent subexponential random variables
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
+Normal rank
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+Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure
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+Convolution and convolution-root properties of long-tailed distributions
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+Tail probability of randomly weighted sums of subexponential random variables under a dependence structure
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+Closure property and maximum of randomly weighted sums with heavy-tailed increments
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+Uniform asymptotics for the tail probability of weighted sums with heavy tails
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+The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables
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