Pages that link to "Item:Q4358581"

The following pages link to Large deviations of heavy-tailed random sums with applications in insurance and finance (Q4358581):

Displaying 43 items.

• Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (Q2435745) (← links)
• Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← links)
• The general principle for precise large deviations of heavy-tailed random sums (Q2483451) (← links)
• A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails (Q2503816) (← links)
• Finite time ruin probabilities and large deviations for generalized compound binomial risk models (Q2581246) (← links)
• Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times (Q2657010) (← links)
• Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times (Q2692198) (← links)
• Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times (Q2694880) (← links)
• Precise large deviation for the difference of two sums of random variables (Q2807681) (← links)
• Large deviations for sum of UEND and<font>φ</font>-mixing random variables with heavy tails (Q2811419) (← links)
• Precise Large Deviations for Sums of Independent Random Variables with Consistently Varying Tails (Q2815339) (← links)
• Precise large deviations for aggregate claims (Q2815967) (← links)
• Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails (Q2832635) (← links)
• Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
• Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models (Q2873942) (← links)
• Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions (Q2890096) (← links)
• Precise large deviations of aggregate claim amount in a dependent renewal risk model (Q2978999) (← links)
• Precise large deviations of aggregate claims in a compound size-dependent renewal risk model (Q2979585) (← links)
• Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails (Q2979978) (← links)
• Precise large deviations for the difference of two sums of END random variables with heavy tails (Q2980131) (← links)
• Asymptotic behaviour of the finite-time ruin probability in renewal risk models (Q3077472) (← links)
• Precise Large Deviations for the Actual Aggregate Loss Process (Q3182405) (← links)
• Gumbel and Fréchet convergence of the maxima of independent random walks (Q3298818) (← links)
• Precise large deviations for the prospective-loss process (Q4435681) (← links)
• Precise local large deviations for heavy-tailed random sums with applications to risk models (Q4583614) (← links)
• Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals (Q4638736) (← links)
• Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
• Precise large deviations for sums of random variables with consistently varying tails (Q4819438) (← links)
• Critical fluctuations in renewal models of statistical mechanics (Q5015520) (← links)
• Elementary renewal theorems for widely dependent random variables with applications to precise large deviations (Q5077424) (← links)
• Precise large deviations for strong subexponential distributions and applications on a multi risk model (Q5077888) (← links)
• Precise deviations for Cox processes with a shot noise intensity (Q5077947) (← links)
• Precise large deviations for sums of WUOD and <i>φ</i>-mixing random variables with dominated variation (Q5154115) (← links)
• Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875) (← links)
• Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk (Q5169731) (← links)
• Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails (Q5245042) (← links)
• Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model (Q5443731) (← links)
• Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)
• Statistical fluctuations under resetting: rigorous results (Q5878726) (← links)
• Large deviations for heavy-tailed random sums in compound renewal model (Q5930655) (← links)
• Pricing catastrophe insurance products based on actually reported claims (Q5942777) (← links)
• Strong convergence for weighted sums of widely orthant dependent random variables and applications (Q6164842) (← links)
• Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (Q6165364) (← links)