Asymptotics for heavy-tailed renewal-reward processes and applications to risk processes and heavy traffic networks (Q2032337): Difference between revisions

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+Q5812603
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+A note on the Lindeberg condition for convergence to stable laws in Mallows distance
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+Some asymptotic theory for the bootstrap
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+The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
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+Tail probability of a random sum with a heavy-tailed random number and dependent summands
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+The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
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+Q3911791
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+Central limit theorem and convergence to stable laws in Mallows distance
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+Complete convergence for randomly indexed sums of random variables
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+Some asymptotic results for sums of dependent random variables, with actuarial applications
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+Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards
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+Precise large deviations for sums of random variables with consistently varying tails
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+Finite and infinite time ruin probabilities in a stochastic economic environment.
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+Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
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+Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed
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+Q4301585
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+Normal rank
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+The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks
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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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+The impact on ruin probabilities of the association structure among financial risks
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+Tail behavior of the product of two dependent random variables with applications to risk theory
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+Approximation of the tail probability of randomly weighted sums and applications
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