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

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+Weighted sums of subexponential random variables and their maxima
+Normal rank
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+Q5601945
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+Normal rank
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+Ruin probability and local ruin probability in the random multi-delayed renewal risk model
+Normal rank
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+Randomly weighted sums with dominated varying-tailed increments and application to risk theory
+Normal rank
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
+Normal rank
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+Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
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+The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
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+On the ruin probabilities in a general economic environment
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+Finite and infinite time ruin probabilities in a stochastic economic environment.
+Normal rank
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+Q4230625
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+Normal rank
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+Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
+Normal rank
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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.
+Normal rank
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+Randomly weighted sums of subexponential random variables with application to ruin theory
+Normal rank
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+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
+Normal rank
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+Approximation of the tail probability of randomly weighted sums and applications
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