Pages that link to "Item:Q5694155"

The following pages link to Weighted sums of subexponential random variables and their maxima (Q5694155):

Displaying 19 items.

• Randomly weighted sums of dependent subexponential random variables (Q392984) (← links)
• Uniform estimate for the tail probabilities of randomly weighted sums (Q477566) (← links)
• The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails (Q645446) (← links)
• A uniform asymptotic estimate for discounted aggregate claims with subexponential tails (Q938042) (← links)
• Ruin probability in a one-sided linear model with constant interest rate (Q962025) (← links)
• Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103) (← links)
• Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
• On random coefficient INAR(1) processes (Q1935708) (← links)
• Approximations of the cumulative distribution function for infinite weighted sum of random variables (Q2273733) (← links)
• Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825) (← links)
• On the maximum of randomly weighted sums with regularly varying tails (Q2493861) (← links)
• Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940) (← links)
• The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process (Q2892639) (← links)
• Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)
• Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295) (← links)
• On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
• A note on product-convolution for generalized subexponential distributions (Q5046694) (← links)
• Exact asymptotic behaviour of the distribution of the supremum (Q5937053) (← links)
• Tail bounds for sums of independent two-sided exponential random variables (Q6150872) (← links)