Pages that link to "Item:Q1294763"
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The following pages link to Large deviations of heavy-tailed sums with applications in insurance (Q1294763):
Displaying 50 items.
- Precise large deviations of aggregate loss process in a risk model based on the policy entrance process (Q261675) (← links)
- Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model (Q277256) (← links)
- 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)
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
- Large deviations for random sums of differences between two sequences of random variables with applications to risk theory (Q385821) (← links)
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model (Q392706) (← links)
- Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982) (← links)
- Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
- Large deviations for sums of random vectors attracted to operator semi-stable laws (Q521959) (← links)
- On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case (Q535208) (← links)
- Conditional distribution of heavy tailed random variables on large deviations of their sum (Q544509) (← links)
- Asymptotics of randomly stopped sums in the presence of heavy tails (Q627282) (← links)
- Moderate deviations for a risk model based on the customer-arrival process (Q654486) (← links)
- Effect of truncation on large deviations for heavy-tailed random vectors (Q665444) (← links)
- Precise large deviations for widely orthant dependent random variables with different distributions (Q680876) (← links)
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails (Q692651) (← links)
- Distributional expansion of maximum from logarithmic general error distribution (Q729672) (← links)
- Simulation of first-passage times for alternating Brownian motions (Q812973) (← links)
- Second-order asymptotics of ruin probabilities for semiexponential claims (Q847904) (← links)
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails (Q882738) (← links)
- A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
- Second order behaviour of ruin probabilities in the case of large claims (Q882874) (← links)
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
- Cramér-type moderate deviation for Studentized compound Poisson sum (Q904710) (← links)
- The tail behaviour of a random sum of subexponential random variables and vectors (Q928490) (← links)
- Precise large deviation results for the total claim amount under subexponential claim sizes (Q935826) (← links)
- Computable exponential bounds for screened estimation and simulation (Q939078) (← links)
- Large deviations for random walks under subexponentiality: The big-jump domain (Q948750) (← links)
- Large deviations of the front in a one-dimensional model of \(X+Y\rightarrow 2X\) (Q984441) (← links)
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (Q989824) (← links)
- Local precise large deviations for sums of random variables with \(O\)-regularly varying densities (Q990926) (← links)
- Logarithmic asymptotics for a single-server processing distinguishable sources (Q999125) (← links)
- Small-time ruin for a financial process modulated by a Harris recurrent Markov chain (Q1003334) (← links)
- Large deviations for heavy-tailed factor models (Q1003783) (← links)
- Precise large deviations for dependent random variables with heavy tails (Q1017834) (← links)
- Logarithmic asymptotics for the supremum of a stochastic process (Q1413673) (← links)
- Large and moderate deviations of empirical processes with nonstandard rates (Q1613084) (← links)
- Large deviation estimates involving deformed exponential functions (Q1618670) (← links)
- Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations (Q1692251) (← links)
- Precise large deviations for long-tailed distributions (Q1930534) (← links)
- Precise large deviations for random sums of END real-valued random variables with consistent variation (Q1947327) (← links)
- Haldane's formula in Cannings models: the case of moderately strong selection (Q2059535) (← links)
- Large deviation principle for the backward continued fraction expansion (Q2066962) (← links)
- Large deviations at the transition for sums of Weibull-like random variables (Q2091531) (← links)
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (Q2128938) (← links)
- The method of cumulants for the normal approximation (Q2135728) (← links)
- Deviation results for sparse tables in hashing with linear probing (Q2159253) (← links)
- Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure (Q2258707) (← links)
- Moderate deviations for random sums of heavy-tailed random variables (Q2385344) (← links)
