Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (Q1033579): Difference between revisions

@@ Property / cites work @@
+Q3924997
@@ Property / cites work: Q3924997 / 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 @@
+Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
+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 @@
+Large deviations for random sums of negatively dependent random variables with consistently varying tails
+Normal rank
@@ Property / cites work @@
+Q4743586
@@ Property / cites work: Q4743586 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling teletraffic arrivals by a Poisson cluster process
+Normal rank
@@ Property / cites work @@
+Negative association of random variables, with applications
+Normal rank
@@ Property / cites work @@
+The finite-time ruin probability for ND claims with constant interest force
+Normal rank
@@ Property / cites work @@
+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the almost sure convergence of sums of negatively dependent random variables
+Normal rank
@@ Property / cites work @@
+Tails of random sums of a heavy-tailed number of light-tailed terms
+Normal rank
@@ Property / cites work @@
+Compound sums and subexponentiality
@@ Property / cites work: Compound sums and subexponentiality / rank @@
+Normal rank
@@ Property / cites work @@
+Regular variation of the tail of a subordinated probability distribution
+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 @@
+Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
+Normal rank