Pages that link to "Item:Q1004411"

The following pages link to Approximation of the tail probability of randomly weighted sums and applications (Q1004411):

Displaying 50 items.

• Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
• Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (Q383966) (← links)
• Randomly weighted sums of dependent subexponential random variables (Q392984) (← links)
• Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
• On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
• Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
• Uniform estimate for the tail probabilities of randomly weighted sums (Q477566) (← links)
• Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (Q485877) (← links)
• Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
• Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
• Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
• Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
• Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
• Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569) (← links)
• Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
• Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103) (← links)
• On closeness of two discrete weighted sums (Q1645197) (← links)
• On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
• Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
• The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
• Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611) (← links)
• Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
• A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
• Asymptotics for heavy-tailed renewal-reward processes and applications to risk processes and heavy traffic networks (Q2032337) (← links)
• Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables (Q2113622) (← links)
• Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
• Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
• A note on randomly weighted sums of dependent subexponential random variables (Q2181707) (← links)
• A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
• Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples (Q2322666) (← 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)
• Exact upper tail probabilities of random series (Q2344861) (← links)
• Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
• Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation (Q2431052) (← links)
• Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060) (← links)
• Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time (Q2453866) (← links)
• Randomly weighted sums with dominated varying-tailed increments and application to risk theory (Q2511569) (← links)
• Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
• The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) (← links)
• The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
• Asymptotics for the partial sum and its maximum of dependent random variables (Q2627903) (← links)
• Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims (Q2691358) (← links)
• Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
• Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← links)
• Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
• Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails (Q2980120) (← links)
• The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
• Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)