Pages that link to "Item:Q457627"

The following pages link to Some properties of the exponential distribution class with applications to risk theory (Q457627):

Displaying 12 items.

• Estimates for the finite-time ruin probability with insurance and financial risks (Q692739) (← links)
• On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
• Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
• Closure properties of \(O\)-exponential distributions (Q1644185) (← links)
• The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462) (← links)
• Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
• On the closure under infinitely divisible distribution roots (Q2142457) (← links)
• On a closure property of convolution equivalent class of distributions (Q2190030) (← links)
• Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
• Infinite-time absolute ruin in dependent renewal risk models with constant force of interest (Q2976123) (← links)
• Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942) (← links)
• Randomly stopped minima and maxima with exponential-type distributions (Q5225892) (← links)