Randomly weighted sums of dependent subexponential random variables (Q392984): Difference between revisions

@@ Property / author @@
-Kai Yong Wang
@@ Property / author: Kai Yong Wang / rank @@
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+Kai Yong Wang
@@ Property / author: Kai Yong Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10986-011-9149-x
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@@ Property / OpenAlex ID @@
+W2016369032
@@ Property / OpenAlex ID: W2016369032 / rank @@
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@@ Property / cites work @@
+Weighted sums of subexponential random variables and their maxima
+Normal rank
@@ Property / cites work @@
+Q5601945
@@ Property / cites work: Q5601945 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probability and local ruin probability in the random multi-delayed renewal risk model
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums with dominated varying-tailed increments and application to risk theory
+Normal rank
@@ Property / cites work @@
+Asymptotic tail probabilities of sums of dependent subexponential random variables
+Normal rank
@@ Property / cites work @@
+Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
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@@ Property / cites work @@
+The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
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@@ Property / cites work @@
+On the ruin probabilities in a general economic environment
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@@ Property / cites work @@
+Finite and infinite time ruin probabilities in a stochastic economic environment.
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@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
+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 @@
+Randomly weighted sums of subexponential random variables with application to ruin theory
+Normal rank
@@ Property / cites work @@
+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
+Normal rank
@@ Property / cites work @@
+Approximation of the tail probability of randomly weighted sums and applications
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