Pages that link to "Item:Q3619670"
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The following pages link to Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670):
Displaying 50 items.
- Weak max-sum equivalence for dependent heavy-tailed random variables (Q282131) (← links)
- Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
- Randomly stopped sums with consistently varying distributions (Q340828) (← links)
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
- Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (Q392997) (← links)
- Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
- Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims (Q410562) (← links)
- On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
- Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
- Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
- Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (Q485877) (← links)
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← links)
- Randomly stopped maximum and maximum of sums with consistently varying distributions (Q522551) (← links)
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
- Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest (Q610745) (← links)
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
- Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
- Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
- Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
- Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
- Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
- Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables (Q2067852) (← links)
- Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397) (← links)
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
- Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
- Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process (Q2298661) (← links)
- Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923) (← links)
- Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
- Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)
- Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) (← links)
- Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458) (← links)
- The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126) (← links)
- Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (Q2515265) (← links)
- Asymptotics for the partial sum and its maximum of dependent random variables (Q2627903) (← links)
- On pairwise quasi-asymptotically independent random variables and their applications (Q2637381) (← links)
