Pages that link to "Item:Q1315403"
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The following pages link to Subexponentiality of the product of independent random variables (Q1315403):
Displayed 50 items.
- Large deviation results for generalized compound negative binomial risk models (Q1036907) (← links)
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)
- Ruin probability of the renewal model with risky investment and large claims (Q1042994) (← links)
- The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
- Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
- Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
- Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
- Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
- Scaling limits for sub-ballistic biased random walks in random conductances (Q1746139) (← links)
- The supremum of a Gaussian process over a random interval (Q1771422) (← links)
- The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
- Distribution tails of sample quantiles and subexponentiality (Q1805774) (← links)
- Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model (Q1929911) (← links)
- Precise large deviations for long-tailed distributions (Q1930534) (← links)
- Asymptotic behavior of product of two heavy-tailed dependent random variables (Q1940862) (← links)
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612) (← links)
- Precise large deviations for random sums of END real-valued random variables with consistent variation (Q1947327) (← links)
- Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations (Q2097495) (← links)
- Model-free optimal control of discrete-time systems with additive and multiplicative noises (Q2103660) (← links)
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) (← links)
- A note on randomly weighted sums of dependent subexponential random variables (Q2181707) (← links)
- Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
- Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims (Q2231611) (← links)
- Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
- Precise large deviations for generalized dependent compound renewal risk model with consistent variation (Q2258910) (← links)
- From light tails to heavy tails through multiplier (Q2271715) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process (Q2298661) (← links)
- On a lower asymptotic bound of the overflow probability in a fluid queue with a heterogeneous fractional input (Q2314509) (← links)
- On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims (Q2322588) (← links)
- Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
- Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923) (← links)
- Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
- Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
- Precise large deviations for sums of random vectors with dependent components of consistently varying tails (Q2358377) (← links)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
- On relative stability and weighted laws of large numbers (Q2363658) (← links)
- A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations (Q2405940) (← links)
- Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model (Q2422594) (← links)
- Finite time ruin probability with heavy-tailed insurance and financial risks (Q2432787) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- On the use of bivariate Mellin transform in bivariate random scaling and some applications (Q2445487) (← links)
- Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)