Pages that link to "Item:Q3147233"
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The following pages link to Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution (Q3147233):
Displayed 34 items.
- Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims (Q277262) (← links)
- Uniform asymptotics of the finite-time ruin probability for all times (Q408271) (← links)
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- Asymptotics of randomly stopped sums in the presence of heavy tails (Q627282) (← links)
- Finite-horizon ruin probability asymptotics in the compound discrete-time risk model (Q647156) (← links)
- Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
- Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
- A property of the renewal counting process with application to the finite-time ruin probability (Q1041393) (← links)
- On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
- The maximum on a random time interval of a random walk with long-tailed increments and negative drift. (Q1872352) (← 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 dependent risk model with a constant interest rate (Q1945612) (← links)
- Slowly varying asymptotics for signed stochastic difference equations (Q2080153) (← links)
- Branching processes with immigration in atypical random environment (Q2121641) (← links)
- The probability of reaching a receding boundary by a branching random walk with fading branching and heavy-tailed jump distribution (Q2135144) (← links)
- The finite-time ruin probability for an inhomogeneous renewal risk model (Q2358483) (← links)
- The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk (Q2572397) (← links)
- The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
- Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) (← links)
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
- Insurance with borrowing: first- and second-order approximations (Q3558942) (← links)
- Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model (Q4916402) (← links)
- On the non-closure under convolution for strong subexponential distributions (Q5060723) (← links)
- Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times (Q5077384) (← links)
- Precise large deviations for strong subexponential distributions and applications on a multi risk model (Q5077888) (← links)
- Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
- Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence (Q5086717) (← links)
- Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (Q5087017) (← links)
- Weighted sums of subexponential random variables and their maxima (Q5694155) (← links)
- Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift (Q5715919) (← links)
- Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition (Q5932604) (← links)
- Homogeneous models and generic extensions (Q5970171) (← links)