Pages that link to "Item:Q1047152"

The following pages link to Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152):

Displaying 19 items.

• Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments (Q5029958) (← links)
• Tail asymptotic of discounted aggregate claims with compound dependence under risky investment (Q5078281) (← links)
• Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate (Q5079456) (← links)
• Condensation transition in large deviations of self-similar Gaussian processes with stochastic resetting (Q5093832) (← links)
• Rare events in stochastic processes with sub-exponential distributions and the big jump principle (Q5135099) (← links)
• ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
• ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)
• THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT (Q5357513) (← links)
• Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)
• Refined central limit theorem and infinite density tail of the Lorentz gas from Lévy walk (Q5870878) (← links)
• Tail behavior of sums and differences of log-normal random variables (Q5963508) (← links)
• Generalized moments of sums with heavy-tailed random summands (Q6054047) (← links)
• Externalities in the M/G/1 queue: LCFS-PR versus FCFS (Q6063271) (← links)
• Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)
• Speeding up Monte Carlo simulations for the adaptive sum of powered score test with importance sampling (Q6079336) (← links)
• A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* (Q6102193) (← links)
• Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
• Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (Q6165364) (← links)
• (Q6167149) (← links)