Pages that link to "Item:Q1315403"
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The following pages link to Subexponentiality of the product of independent random variables (Q1315403):
Displaying 50 items.
- Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
- Multivariate subexponential distributions and their applications (Q291400) (← links)
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
- Some new classes of stationary max-stable random fields (Q386278) (← links)
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model (Q392706) (← links)
- Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (Q392997) (← links)
- On extremal behavior of Gaussian chaos (Q393865) (← links)
- Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
- Uniform asymptotics of the finite-time ruin probability for all times (Q408271) (← links)
- Extended precise large deviations of random sums in the presence of END structure and consistent variation (Q410971) (← links)
- Random walk to innovation: why productivity follows a power law (Q413506) (← links)
- On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
- Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982) (← links)
- Tail probability of randomly weighted sums of subexponential random variables under a dependence structure (Q452892) (← links)
- Some properties of the exponential distribution class with applications to risk theory (Q457627) (← 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)
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← links)
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
- Asymptotic expansion of Gaussian chaos via probabilistic approach (Q497481) (← links)
- The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309) (← links)
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
- Asymptotics of discounted aggregate claims for renewal risk model with risky investment (Q550048) (← links)
- The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982) (← links)
- The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims (Q606341) (← links)
- Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest (Q610745) (← links)
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
- The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
- Estimates for the finite-time ruin probability with insurance and financial risks (Q692739) (← links)
- Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
- Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
- On preserving the limit points of corresponding objects (Q777134) (← links)
- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
- On the long tail property of product convolution (Q829815) (← links)
- On convolution equivalence with applications (Q850761) (← links)
- On the behavior of the product of independent random variables (Q862681) (← links)
- Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
- The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463) (← 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)
- Large deviations for random sums of negatively dependent random variables with consistently varying tails (Q886324) (← 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)
- Tails of random sums of a heavy-tailed number of light-tailed terms (Q938036) (← links)
- Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails (Q958943) (← links)
- Ruin probability in a one-sided linear model with constant interest rate (Q962025) (← links)
- Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times (Q967985) (← links)
