Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787): Difference between revisions

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+Tail asymptotics for the sum of two heavy-tailed dependent risks
+Normal rank
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+Asymptotics of sums of lognormal random variables with Gaussian copula
+Normal rank
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+Q4726487
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+Normal rank
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+Functions of probability measures
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+Degeneracy properties of subcritical branching processes
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+Q3771313
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+Normal rank
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+Tail asymptotics for the supremum of a random walk when the mean is not finite
+Normal rank
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+Q3860550
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+Normal rank
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+Normal rank
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+One-sided analogues of Karamata's regular variation
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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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+Randomly weighted sums with dominated varying-tailed increments and application to risk theory
+Normal rank
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+Tail behavior of negatively associated heavy-tailed sums
+Normal rank
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
+Normal rank
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+Max-sum equivalence of conditionally dependent random variables
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+Negative association of random variables, with applications
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+Normal rank
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+Subexponential distributions and integrated tails
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+Subexponential distributions and characterizations of related classes
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+The full solution of the convolution closure problem for convolution- equivalent distributions
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+The finite-time ruin probability for ND claims with constant interest force
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+Asymptotic results for the sum of dependent non-identically distributed random variables
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+Sums of Dependent Nonnegative Random Variables with Subexponential Tails
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+Some Concepts of Dependence
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+A note on a dependent risk model with constant interest rate
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+Characterizations and examples of hidden regular variation
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+An introduction to copulas.
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+Normal fluctuations and the FKG inequalities
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+Convolution equivalence and infinite divisibility
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+Infinite divisibility and generalized subexponentiality
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+Bivariate extreme statistics. I
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+Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
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+Randomly weighted sums of subexponential random variables with application to ruin theory
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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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+Basic renewal theorems for random walks with widely dependent increments
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+Normal rank
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+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
+Normal rank
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+The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
+Normal rank
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+Approximation of the tail probability of randomly weighted sums and applications
+Normal rank