Pages that link to "Item:Q3083148"
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The following pages link to An Introduction to Heavy-Tailed and Subexponential Distributions (Q3083148):
Displayed 50 items.
- Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables (Q2113622) (← links)
- Persistence of heavy-tailed sample averages: principle of infinitely many big jumps (Q2136090) (← links)
- Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
- Moments of the first descending epoch for a random walk with negative drift (Q2170225) (← links)
- Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (Q2189450) (← links)
- Sample path large deviations for Lévy processes and random walks with regularly varying increments (Q2189454) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Local stability in a transient Markov chain (Q2197622) (← links)
- Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching (Q2197841) (← links)
- Tail asymptotics for the \(M_1,M_2/G_1,G_2/1\) retrial queue with non-preemptive priority (Q2220362) (← links)
- Maximum of catalytic branching random walk with regularly varying tails (Q2224952) (← links)
- Sample path large deviations for Lévy processes and random walks with Weibull increments (Q2240472) (← links)
- Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims (Q2244583) (← links)
- Asymptotic results for conditional measures of association of a random sum (Q2260940) (← links)
- A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
- On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims (Q2322588) (← links)
- Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923) (← links)
- A cylindrical distribution with heavy-tailed linear part (Q2329875) (← links)
- The finite-time ruin probability for an inhomogeneous renewal risk model (Q2358483) (← links)
- Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains (Q2411184) (← links)
- Accelerating invasions and the asymptotics of fat-tailed dispersal (Q2415799) (← links)
- ECOMOR and LCR reinsurance with gamma-like claims (Q2446002) (← links)
- Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case (Q2446228) (← links)
- Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) (← links)
- Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
- Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (Q2513634) (← links)
- Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
- Subexponentiality of the product of dependent random variables (Q2637372) (← links)
- Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim (Q2658425) (← links)
- An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems (Q2838138) (← links)
- Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution (Q2854090) (← links)
- Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
- Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000) (← links)
- Random Intersection Graph Process (Q2938018) (← links)
- Introduction to Complex Networks: Structure and Dynamics (Q2945456) (← links)
- On extremal behavior of aggregation of largest claims (Q2980148) (← links)
- Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)
- A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization (Q3174787) (← links)
- Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
- A non-exponential extension of Sanov’s theorem via convex duality (Q3298814) (← links)
- Concentration Inequalities for Statistical Inference (Q3380883) (← links)
- The class of L ∩ D and its application to renewal reward process (Q3382097) (← links)
- (Q4558509) (← links)
- Asymptotics for large claims reinsurance in a time-dependent renewal risk model (Q4576778) (← links)
- Tail approximation for reinsurance portfolios of Gaussian-like risks (Q4576800) (← links)
- Asymptotic optimal investment under interest rate for a class of subexponential distributions (Q4576874) (← links)
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
- Discrete time ruin probability with Parisian delay (Q4577208) (← links)