Max-sum equivalence of conditionally dependent random variables (Q2444377): Difference between revisions

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+Asymptotics of sums of lognormal random variables with Gaussian copula
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+Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
+Normal rank
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+Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
+Normal rank
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+Q3860550
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+On Sums of Conditionally Independent Subexponential Random Variables
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
+Normal rank
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+Exact tail asymptotics of aggregated parametrised risk
+Normal rank
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+Sums of Dependent Nonnegative Random Variables with Subexponential Tails
+Normal rank
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+Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks
+Normal rank
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+Asymptotic results for the sum of dependent non-identically distributed random variables
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+On pairwise quasi-asymptotically independent random variables and their applications
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+New examples of heavy-tailed O-subexponential distributions and related closure properties
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+A note on a dependent risk model with constant interest rate
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+Aggregation of rapidly varying risks and asymptotic independence
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+Extremes and products of multivariate AC-product risks
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+Tail behavior of the product of two dependent random variables with applications to risk theory
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+Tail behavior of sums and maxima of sums of dependent subexponential random variables
+Normal rank
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+Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
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