Pages that link to "Item:Q4661648"

The following pages link to Maxima of Sums of Heavy-Tailed Random Variables (Q4661648):

Displaying 34 items.

• Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails (Q393013) (← links)
• On closure properties of heavy-tailed distributions for random sums (Q406627) (← links)
• Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
• Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094) (← links)
• Randomly stopped maximum and maximum of sums with consistently varying distributions (Q522551) (← links)
• Tail behavior of random sums of negatively associated increments (Q624555) (← links)
• Asymptotics of randomly stopped sums in the presence of heavy tails (Q627282) (← links)
• Finite-horizon ruin probability asymptotics in the compound discrete-time risk model (Q647156) (← links)
• Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
• Tail asymptotics of fluid queues in a distributed server system fed by a heavy-tailed ON-OFF flow (Q747035) (← links)
• Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
• Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables (Q829817) (← links)
• The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables (Q951218) (← links)
• Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails (Q958943) (← links)
• Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model (Q1003329) (← links)
• Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
• Maxima of sums and random sums for negatively associated random variables with heavy tails (Q1771428) (← links)
• Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611) (← links)
• On the random max-closure for heavy-tailed random variables (Q2401238) (← links)
• Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) (← links)
• Asymptotics for ratios with applications to reinsurance (Q2644306) (← links)
• Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← links)
• The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
• Tail behavior of negatively associated heavy-tailed sums (Q3410935) (← links)
• Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295) (← links)
• (Q4691162) (← links)
• Asymptotic behavior of tail and local probabilities for sums of subexponential random variables (Q4819439) (← links)
• A note on the tail behavior of randomly weighted and stopped dependent sums (Q4968012) (← links)
• On the non-closure under convolution for strong subexponential distributions (Q5060723) (← links)
• The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) (← links)
• Weighted sums of subexponential random variables and their maxima (Q5694155) (← links)
• Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift (Q5715919) (← links)
• A note on randomly stopped sums with zero mean increments (Q6494476) (← links)
• Tail risk driven by investment losses and exogenous shocks (Q6668695) (← links)