Pages that link to "Item:Q1848522"

The following pages link to Rates in approximations to ruin probabilities for heavy-tailed distributions (Q1848522):

Displaying 10 items.

• The tail behaviour of a random sum of subexponential random variables and vectors (Q928490) (← links)
• Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
• On domination problem of non-negative distributions (Q1034901) (← links)
• Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. (Q1413376) (← links)
• Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (Q2445354) (← links)
• Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions (Q2890096) (← links)
• Higher-order expansions for compound distributions and ruin probabilities with subexponential claims (Q3077754) (← links)
• Precise large deviations for strong subexponential distributions and applications on a multi risk model (Q5077888) (← links)
• Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution (Q5440641) (← links)
• Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence (Q6146694) (← links)