Pages that link to "Item:Q552982"

The following pages link to The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982):

Displaying 14 items.

• Tail probability of randomly weighted sums of subexponential random variables under a dependence structure (Q452892) (← links)
• Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
• The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
• Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
• Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
• Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
• Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
• Extremes and products of multivariate AC-product risks (Q2442532) (← links)
• The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
• Subexponentiality of the product of dependent random variables (Q2637372) (← links)
• Tail asymptotic of Weibull-type risks (Q2934849) (← links)
• The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
• The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
• Revisiting the product of random variables (Q6159086) (← links)