Pages that link to "Item:Q3083148"
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The following pages link to An Introduction to Heavy-Tailed and Subexponential Distributions (Q3083148):
Displayed 50 items.
- Randomly stopped sums of not identically distributed heavy tailed random variables (Q274177) (← links)
- On the Laplace transform of the lognormal distribution (Q292357) (← links)
- On the overflow time of a fluid model (Q328520) (← links)
- Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail (Q340814) (← links)
- Randomly stopped sums with consistently varying distributions (Q340828) (← links)
- How to measure the accuracy of the subexponential approximation for the stationary single server queue (Q383190) (← links)
- On extremal behavior of Gaussian chaos (Q393865) (← links)
- Degree distribution of an inhomogeneous random intersection graph (Q396797) (← links)
- On closure properties of heavy-tailed distributions for random sums (Q406627) (← links)
- Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891) (← links)
- Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
- Tail asymptotics of the waiting time and the busy period for the \(\mathrm{M}/\mathrm{G}/1/K\) queues with subexponential service times (Q475071) (← links)
- Extremes of aggregated Dirichlet risks (Q476250) (← links)
- On the subexponentiality of the ridgelet transform (Q479943) (← links)
- Blackwell-type theorems for weighted renewal functions (Q483463) (← links)
- Consequences of dispersal heterogeneity for population spread and persistence (Q486639) (← links)
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- Asymptotic expansion of Gaussian chaos via probabilistic approach (Q497481) (← links)
- Tail behavior of sums and maxima of sums of dependent subexponential random variables (Q538392) (← links)
- Local asymptotics for the time of first return to the origin of transient random walk (Q553100) (← links)
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- Preferred attachment in affiliation networks (Q743425) (← links)
- On the asymptotic Laplace method and its application to random chaos (Q745632) (← links)
- Random sums of random variables and vectors: including infinite means and unequal length sums (Q746983) (← links)
- Second-order asymptotics of ruin probabilities for semiexponential claims (Q847904) (← links)
- A new class of large claim size distributions: definition, properties, and ruin theory (Q888489) (← links)
- On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
- Iterated random functions and slowly varying tails (Q901296) (← links)
- Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices (Q904702) (← links)
- On upper bounds for the tail distribution of geometric sums of subexponential random variables (Q1039620) (← links)
- Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
- Degree and clustering coefficient in sparse random intersection graphs (Q1950269) (← links)
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
- Asymptotic results for conditional measures of association of a random sum (Q2260940) (← links)
- The finite-time ruin probability for an inhomogeneous renewal risk model (Q2358483) (← links)
- ECOMOR and LCR reinsurance with gamma-like claims (Q2446002) (← links)
- Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case (Q2446228) (← links)
- Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) (← links)
- Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
- Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (Q2513634) (← links)
- Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
- Subexponentiality of the product of dependent random variables (Q2637372) (← links)
- An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems (Q2838138) (← links)
- Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution (Q2854090) (← links)
- Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
- Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000) (← links)
- Introduction to Complex Networks: Structure and Dynamics (Q2945456) (← links)