Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118): Difference between revisions

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+Randomly stopped maximum and maximum of sums with consistently varying distributions
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+Asymptotics for risk capital allocations based on conditional tail expectation
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+Ruin with insurance and financial risks following the least risky FGM dependence structure
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+Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
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+Randomly weighted sums of dependent random variables with dominated variation
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+Randomly stopped sums with exponential-type distributions
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+A note on the tail behavior of randomly weighted and stopped dependent sums
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+Weak max-sum equivalence for dependent heavy-tailed random variables
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+Q4343010
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+Normal rank
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+Risk Measures and Multivariate Extensions of Breiman's Theorem
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+Randomly weighted sums with dominated varying-tailed increments and application to risk theory
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
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+Subexponential distributions and dominated-variation tails
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+ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK
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+Second order regular variation and conditional tail expectation of multiple risks
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+Mixed Poisson process with Pareto mixing variable and its risk applications
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+Risk measures in ordered normed linear spaces with non-empty cone-interior
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+On pairwise quasi-asymptotically independent random variables and their applications
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+The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks
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+A note on a dependent risk model with constant interest rate
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+Q5706744
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+Normal rank
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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.
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+Q3771297
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+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.
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+A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization
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+Randomly weighted sums of subexponential random variables with application to capital allocation
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+Some novel results on pairwise quasi-asymptotical independence with applications to risk theory
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+Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks
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+Conditional tail expectation of randomly weighted sums with heavy-tailed distributions
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+Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks
+Normal rank
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+On the ruin probability in a dependent discrete time risk model with insurance and financial risks
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+Asymptotics for randomly weighted and stopped dependent sums
+Normal rank
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+Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
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+Asymptotics for a discrete-time risk model with Gamma-like insurance risks
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+Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations
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+Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
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+Asymptotic Analysis of Multivariate Tail Conditional Expectations
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