Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871): Difference between revisions

@@ Property / author @@
-Yang Yang
@@ Property / author: Yang Yang / rank @@
-Normal rank
@@ Property / author @@
-Kai Yong Wang
@@ Property / author: Kai Yong Wang / rank @@
-Normal rank
@@ Property / author @@
+Yang Yang
@@ Property / author: Yang Yang / rank @@
+Normal rank
@@ Property / author @@
+Kai Yong Wang
@@ Property / author: Kai Yong Wang / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 60F10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 90B30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6209844
@@ Property / zbMATH DE Number: 6209844 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+precise large deviations
@@ Property / zbMATH Keywords: precise large deviations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+extended negative dependence
@@ Property / zbMATH Keywords: extended negative dependence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dominated variation
@@ Property / zbMATH Keywords: dominated variation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+compound renewal risk model
@@ Property / zbMATH Keywords: compound renewal risk model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+finite-time ruin probability
@@ Property / zbMATH Keywords: finite-time ruin probability / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Some concepts of negative dependence
@@ Property / cites work: Some concepts of negative dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Intermediate Regular and Π Variation
@@ Property / cites work: Intermediate Regular and Π Variation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4743586
@@ Property / cites work: Q4743586 / rank @@
+Normal rank
@@ Property / cites work @@
+A property of longtailed distributions
@@ Property / cites work: A property of longtailed distributions / rank @@
+Normal rank
@@ Property / cites work @@
+A contribution to the theory of large deviations for sums of independent random variables
+Normal rank
@@ Property / cites work @@
+On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
+Normal rank
@@ Property / cites work @@
+Q5572037
@@ Property / cites work: Q5572037 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed random sums with applications in insurance and finance
+Normal rank
@@ Property / cites work @@
+A property of the renewal counting process with application to the finite-time ruin probability
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with heavy tails
+Normal rank
@@ Property / cites work @@
+Precise large deviations for negatively associated random variables with consistently varying tails
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed sums with applications in insurance
+Normal rank
@@ Property / cites work @@
+Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II
+Normal rank
@@ Property / cites work @@
+Large deviations of sums of independent random variables
+Normal rank
@@ Property / cites work @@
+Precise large deviations for sums of random variables with consistently varying tails
+Normal rank
@@ Property / cites work @@
+Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
+Normal rank
@@ Property / cites work @@
+Large deviations for heavy-tailed random sums in compound renewal model
+Normal rank
@@ Property / cites work @@
+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
+Normal rank
@@ Property / cites work @@
+Q3516643
@@ Property / cites work: Q3516643 / rank @@
+Normal rank
@@ Property / cites work @@
+Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
+Normal rank
@@ Property / cites work @@
+Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
+Normal rank
@@ Property / cites work @@
+Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications
+Normal rank
@@ Property / OpenAlex ID @@
+W2039900151
@@ Property / OpenAlex ID: W2039900151 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:370871