Pages that link to "Item:Q1003329"

The following pages link to Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model (Q1003329):

Displaying 27 items.

• Precise large deviations for compound random sums in the presence of dependence structures (Q356108) (← links)
• Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871) (← links)
• Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails (Q393013) (← links)
• The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims (Q459487) (← links)
• Tail probability of a random sum with a heavy-tailed random number and dependent summands (Q495183) (← links)
• A sufficient condition for the subexponential asymptotics of GI/G/\(1\)-type Markov chains with queueing applications (Q513038) (← links)
• Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest (Q610745) (← links)
• Tail behavior of random sums of negatively associated increments (Q624555) (← links)
• Asymptotics of randomly stopped sums in the presence of heavy tails (Q627282) (← links)
• Finite-horizon ruin probability asymptotics in the compound discrete-time risk model (Q647156) (← links)
• Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
• Tail asymptotics of fluid queues in a distributed server system fed by a heavy-tailed ON-OFF flow (Q747035) (← links)
• Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
• Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
• Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (Q1033579) (← links)
• Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model (Q1929911) (← links)
• Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611) (← links)
• Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
• Local probabilities of randomly stopped sums of power-law lattice random variables (Q2304425) (← links)
• Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands (Q2448459) (← links)
• Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times (Q2692198) (← links)
• Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
• Precise large deviations of aggregate claims in a compound size-dependent renewal risk model (Q2979585) (← links)
• The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables (Q3067835) (← links)
• Degree-degree distribution in a power law random intersection graph with clustering (Q3389686) (← links)
• A note on the tail behavior of randomly weighted and stopped dependent sums (Q4968012) (← links)
• Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails (Q5245042) (← links)