Pages that link to "Item:Q401104"
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The following pages link to Randomly weighted sums of dependent random variables with dominated variation (Q401104):
Displayed 12 items.
- The moment of maximum normed randomly weighted sums of martingale differences (Q260455) (← links)
- Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569) (← links)
- Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables (Q2113622) (← links)
- A note on randomly weighted sums of dependent subexponential random variables (Q2181707) (← links)
- A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← 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)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails (Q2980120) (← links)
- Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942) (← links)