Pages that link to "Item:Q5715919"
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The following pages link to Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift (Q5715919):
Displayed 10 items.
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- Finite-horizon ruin probability asymptotics in the compound discrete-time risk model (Q647156) (← links)
- The asymptotic behavior of the ruin probability within a random horizon (Q705091) (← links)
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
- On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
- Precise large deviations for dependent random variables with heavy tails (Q1017834) (← links)
- A property of the renewal counting process with application to the finite-time ruin probability (Q1041393) (← links)
- Maxima of sums and random sums for negatively associated random variables with heavy tails (Q1771428) (← links)
- Asymptotic behaviour of the finite-time ruin probability in renewal risk models (Q3077472) (← links)
- UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE HORIZONS WITH SUBEXPONENTIAL TAILS (Q4460799) (← links)