Pages that link to "Item:Q2571701"
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The following pages link to Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701):
Displaying 31 items.
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Tail behavior of solutions of linear recursions on trees (Q424501) (← links)
- Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
- Random difference equations with subexponential innovations (Q525896) (← links)
- Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
- Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749) (← links)
- On Kesten's counterexample to the Cramér-Wold device for regular variation (Q850734) (← links)
- Large deviations for the stochastic present value of aggregate claims in the renewal risk model (Q893915) (← links)
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- Large deviations for random walks under subexponentiality: The big-jump domain (Q948750) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
- Small-time ruin for a financial process modulated by a Harris recurrent Markov chain (Q1003334) (← links)
- On random coefficient INAR(1) processes (Q1935708) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Random linear recursions with dependent coefficients (Q1957152) (← links)
- Precise large deviations for dependent subexponential variables (Q2040065) (← links)
- Large deviations of branching process in a random environment (Q2050238) (← links)
- Slowly varying asymptotics for signed stochastic difference equations (Q2080153) (← links)
- Sample path large deviations for Lévy processes and random walks with regularly varying increments (Q2189454) (← links)
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
- Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
- On the use of bivariate Mellin transform in bivariate random scaling and some applications (Q2445487) (← links)
- Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
- Asymptotics for a discrete-time risk model with Gamma-like insurance risks (Q4575366) (← links)
- Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
- Distribution tails of a history-dependent random linear recursion (Q5071664) (← links)
- ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)
- Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise (Q5489003) (← links)