Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305): Difference between revisions

@@ Property / DOI @@
-.1007/s11009-008-9090-6
@@ Property / DOI: 10.1007/s11009-008-9090-6 / rank @@
-Normal rank
@@ Property / author @@
-Xin Mei Shen
@@ Property / author: Xin Mei Shen / rank @@
-Normal rank
@@ Property / author @@
-Zheng Yan Lin
@@ Property / author: Zheng Yan Lin / rank @@
-Normal rank
@@ Property / author @@
+Xin Mei Shen
@@ Property / author: Xin Mei Shen / rank @@
+Normal rank
@@ Property / author @@
+Zheng Yan Lin
@@ Property / author: Zheng Yan Lin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-008-9090-6
+Normal rank
@@ Property / OpenAlex ID @@
+W1977739744
@@ Property / OpenAlex ID: W1977739744 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3924997
@@ Property / cites work: Q3924997 / 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 @@
+Q5525727
@@ Property / cites work: Q5525727 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities with dependent rates of interest
+Normal rank
@@ Property / cites work @@
+On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
+Normal rank
@@ Property / cites work @@
+Subexponentiality of the product of independent random variables
+Normal rank
@@ Property / cites work @@
+Q4743586
@@ Property / cites work: Q4743586 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
+Normal rank
@@ Property / cites work @@
+Negative association of random variables, with applications
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank
@@ Property / cites work @@
+On the ruin probabilities in a general economic environment
+Normal rank
@@ Property / cites work @@
+Finite and infinite time ruin probabilities in a stochastic economic environment.
+Normal rank
@@ Property / cites work @@
+Moving averages with random coefficients and random coefficient autoregressive models
+Normal rank
@@ Property / cites work @@
+Q4196856
@@ Property / cites work: Q4196856 / rank @@
+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 @@
+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
+Normal rank
@@ Property / cites work @@
+Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
+Normal rank
@@ Property / cites work @@
+Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
+Normal rank
@@ Property / cites work @@
+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
+Normal rank
@@ Property / DOI @@
+.1007/S11009-008-9090-6
@@ Property / DOI: 10.1007/S11009-008-9090-6 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1041305