Pages that link to "Item:Q291400"

The following pages link to Multivariate subexponential distributions and their applications (Q291400):

Displaying 14 items.

• On the long tail property of product convolution (Q829815) (← links)
• A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
• Pandemic-type failures in multivariate Brownian risk models (Q2121639) (← links)
• On directional convolution equivalent densities (Q2144337) (← links)
• Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (Q2216948) (← links)
• Stability and busy periods in a multiclass queue with state-dependent arrival rates (Q2315067) (← links)
• Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
• Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
• Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453) (← links)
• A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
• Kesten's bound for subexponential densities on the real line and its multi-dimensional analogues (Q5215006) (← links)
• Exponential densities and compound Poisson measures (Q6144867) (← links)
• Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)
• Multi-normex distributions for the sum of random vectors. Rates of convergence (Q6176328) (← links)