Pages that link to "Item:Q4358581"
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The following pages link to Large deviations of heavy-tailed random sums with applications in insurance and finance (Q4358581):
Displaying 50 items.
- Precise large deviations of aggregate loss process in a risk model based on the policy entrance process (Q261675) (← links)
- Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model (Q277256) (← links)
- Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process (Q289963) (← links)
- Precise large deviations for compound random sums in the presence of dependence structures (Q356108) (← links)
- Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871) (← links)
- Large deviations for random sums of differences between two sequences of random variables with applications to risk theory (Q385821) (← links)
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model (Q392706) (← links)
- Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982) (← links)
- Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model (Q449376) (← links)
- Precise large deviations for random sums of END random variables with dominated variation (Q469894) (← links)
- Large deviations for sums of random vectors attracted to operator semi-stable laws (Q521959) (← links)
- Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model (Q645449) (← links)
- Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198) (← links)
- Approximating the moments of marginals of high-dimensional distributions (Q717891) (← links)
- Web renewal counting processes and their applications in insurance (Q824803) (← links)
- Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
- Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails (Q882738) (← links)
- A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
- Large deviations for random sums of negatively dependent random variables with consistently varying tails (Q886324) (← links)
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
- Precise large deviation results for the total claim amount under subexponential claim sizes (Q935826) (← links)
- Markovian risk process (Q940360) (← links)
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
- Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails (Q958943) (← links)
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (Q989824) (← links)
- A property of the renewal counting process with application to the finite-time ruin probability (Q1041393) (← links)
- Ruin probability of the renewal model with risky investment and large claims (Q1042994) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- A contribution to large deviations for heavy-tailed random sums (Q1609657) (← links)
- Large deviation estimates involving deformed exponential functions (Q1618670) (← links)
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← links)
- Lindeberg's method for moderate deviations and random summation (Q1741887) (← links)
- Large deviations for generalized compound Poisson risk models and its bankruptcy moments (Q1777552) (← links)
- Precise large deviations for long-tailed distributions (Q1930534) (← links)
- Precise large deviations for random sums of END real-valued random variables with consistent variation (Q1947327) (← links)
- Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621) (← links)
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model (Q2046237) (← links)
- Comment on the work of Zhang et al. ``Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process'' (Q2067938) (← links)
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (Q2128938) (← links)
- Several properties of a nonstandard renewal counting process and their applications (Q2179651) (← links)
- Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications (Q2227560) (← links)
- Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure (Q2258707) (← links)
- Precise large deviations for generalized dependent compound renewal risk model with consistent variation (Q2258910) (← links)
- The exponential moment tail of inhomogeneous renewal process (Q2343620) (← links)
- Precise large deviations for sums of random vectors with dependent components of consistently varying tails (Q2358377) (← links)
- Moderate deviations for random sums of heavy-tailed random variables (Q2385344) (← links)
- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model (Q2422594) (← links)
- Precise large deviations for a customer-based individual risk model (Q2431045) (← links)
