Pages that link to "Item:Q1945612"
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The following pages link to Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612):
Displaying 50 items.
- Exponential probability inequalities for WNOD random variables and their applications (Q259775) (← links)
- The large deviation for the least squares estimator of nonlinear regression model based on WOD errors (Q281255) (← links)
- An inequality of widely dependent random variables and its applications (Q282126) (← links)
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
- Conditional acceptability of random variables (Q295002) (← links)
- The inverse moment for widely orthant dependent random variables (Q300528) (← links)
- On stochastic dominance and the strong law of large numbers for dependent random variables (Q326743) (← links)
- A Lundberg-type inequality for an inhomogeneous renewal risk model (Q340773) (← links)
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← 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)
- Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (Q485877) (← links)
- Tail probability of a random sum with a heavy-tailed random number and dependent summands (Q495183) (← links)
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
- On complete convergence for Stout's type weighted sums of MOD sequence (Q530728) (← links)
- Precise large deviations for widely orthant dependent random variables with different distributions (Q680876) (← links)
- Upper and lower bounds of large deviations for some dependent sequences (Q681584) (← links)
- Complete and complete moment convergence for weighted sums of widely orthant dependent random variables (Q741233) (← links)
- On the convergence rates of kernel estimator and hazard estimator for widely dependent samples (Q824505) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
- Complete moment convergence for arrays of rowwise widely orthant dependent random variables (Q1633832) (← links)
- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors (Q1739325) (← links)
- On consistency of the weighted least squares estimators in a semiparametric regression model (Q1785797) (← links)
- Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143) (← links)
- Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model (Q1929911) (← links)
- Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
- The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples (Q2029228) (← links)
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model (Q2046237) (← links)
- Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors (Q2067783) (← links)
- Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables (Q2067852) (← links)
- Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
- Strong laws for weighted sums of random variables satisfying generalized Rosenthal type inequalities (Q2069317) (← links)
- Complete moment convergence of moving average processes for m-WOD sequence (Q2072769) (← links)
- Complete convergence for weighted sums of widely orthant-dependent random variables (Q2072804) (← links)
- Further Spitzer's law for widely orthant dependent random variables (Q2072989) (← links)
- Complete moment convergence for randomly weighted sums of arrays of rowwise \(m_n\)-extended negatively dependent random variables and its applications (Q2111563) (← links)
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
- Strong representations of the Kaplan-Meier estimator and hazard estimator with censored widely orthant dependent data (Q2135864) (← links)
- An exponential inequality and its application to \(M\) estimators in multiple linear models (Q2208383) (← links)
- Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications (Q2208387) (← links)
- Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
- Complete convergence for weighted sums of widely orthant-dependent random variables and its statistical application (Q2231592) (← links)
- Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (Q2240667) (← links)
- Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
- Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables (Q2258086) (← links)
- Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure (Q2258707) (← links)
- Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
- A Spitzer-type law of large numbers for widely orthant dependent random variables (Q2273710) (← links)
- Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models (Q2287766) (← links)
