Maxima of sums and random sums for negatively associated random variables with heavy tails (Q1771428): Difference between revisions

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-.1016/j.spl.2004.03.011
@@ Property / DOI: 10.1016/j.spl.2004.03.011 / rank @@
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+Q3924997
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+Q4726487
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+Q5601945
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+Degeneracy properties of subcritical branching processes
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+Functions of probability measures
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+Q4343010
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+The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
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+Negative association of random variables, with applications
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+Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift
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+Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
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+Maxima of Sums of Heavy-Tailed Random Variables
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+Precise large deviations for the prospective-loss process
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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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+.1016/J.SPL.2004.03.011
@@ Property / DOI: 10.1016/J.SPL.2004.03.011 / rank @@
+Normal rank