Pages that link to "Item:Q3506295"

The following pages link to Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295):

Displaying 17 items.

• Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
• Tail behavior of sums and maxima of sums of dependent subexponential random variables (Q538392) (← links)
• Estimates for the finite-time ruin probability with insurance and financial risks (Q692739) (← links)
• Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
• Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103) (← links)
• Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
• Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
• Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (Q2513634) (← links)
• Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
• Minimum of Dependent Random Variables with Convolution-Equivalent Distributions (Q3100647) (← links)
• Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
• Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932) (← links)
• Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
• ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)
• Sums of Dependent Nonnegative Random Variables with Subexponential Tails (Q5459910) (← links)
• Externalities in the M/G/1 queue: LCFS-PR versus FCFS (Q6063271) (← links)