Pages that link to "Item:Q2271715"

The following pages link to From light tails to heavy tails through multiplier (Q2271715):

Displaying 35 items.

• Product of exponentials and spectral radius of random \(k\)-circulants (Q424701) (← links)
• Some properties of the exponential distribution class with applications to risk theory (Q457627) (← links)
• Conditional limit results for type I polar distributions (Q626293) (← links)
• The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
• Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
• Asymptotics of random contractions (Q661266) (← links)
• Estimates for the finite-time ruin probability with insurance and financial risks (Q692739) (← links)
• On the long tail property of product convolution (Q829815) (← links)
• Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
• On the residual dependence index of elliptical distributions (Q979196) (← links)
• Tail asymptotics under beta random scaling (Q994321) (← links)
• Exact extreme value, product, and ratio distributions under non-standard assumptions (Q1621951) (← links)
• Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
• Approximation of ruin probabilities via Erlangized scale mixtures (Q1697232) (← links)
• Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
• A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
• Asymptotics of the norm of elliptical random vectors (Q2267591) (← links)
• On the almost decrease of a subexponential density (Q2322670) (← links)
• On a transformation between distributions obeying the principle of a single big jump (Q2352853) (← links)
• Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
• Extremes and products of multivariate AC-product risks (Q2442532) (← links)
• On the use of bivariate Mellin transform in bivariate random scaling and some applications (Q2445487) (← links)
• Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)
• Second-order tail asymptotics of deflated risks (Q2513459) (← links)
• Subexponentiality of the product of dependent random variables (Q2637372) (← links)
• Basis risk management and randomly scaled uncertainty (Q2682982) (← links)
• On beta-product convolutions (Q2868597) (← links)
• Tail asymptotic of Weibull-type risks (Q2934849) (← links)
• THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS (Q3008156) (← links)
• A note on product-convolution for generalized subexponential distributions (Q5046694) (← links)
• A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
• The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
• On the distribution-tail behaviour of the product of normal random variables (Q6062416) (← links)
• Revisiting the product of random variables (Q6159086) (← links)
• Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)