Pages that link to "Item:Q596410"

The following pages link to Tail asymptotics for the supremum of a random walk when the mean is not finite (Q596410):

Displayed 28 items.

• Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims (Q277262) ‎ (← links)
• Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) ‎ (← links)
• Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail (Q340814) ‎ (← links)
• Uniform asymptotics of the finite-time ruin probability for all times (Q408271) ‎ (← 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)
• Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) ‎ (← links)
• Lower limits and equivalences for convolution tails (Q879260) ‎ (← links)
• Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) ‎ (← links)
• The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462) ‎ (← links)
• Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model (Q1929911) ‎ (← links)
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612) ‎ (← links)
• On a transformation between distributions obeying the principle of a single big jump (Q2352853) ‎ (← links)
• Discrete and continuous time modulated random walks with heavy-tailed increments (Q2385614) ‎ (← links)
• Tail asymptotics for exponential functionals of Lévy processes (Q2490054) ‎ (← links)
• Heavy tails in multi-server queue (Q2494538) ‎ (← links)
• Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) ‎ (← links)
• Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) ‎ (← links)
• The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk (Q2572397) ‎ (← links)
• Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims (Q2817162) ‎ (← links)
• Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) ‎ (← links)
• Precise large deviations of aggregate claim amount in a dependent renewal risk model (Q2978999) ‎ (← links)
• The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments (Q3396379) ‎ (← links)
• Local asymptotics of the cycle maximum of a heavy-tailed random walk (Q3435397) ‎ (← links)
• A local asymptotic behavior for ruin probability in the renewal risk model (Q3610426) ‎ (← links)
• Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model (Q4916402) ‎ (← links)
• Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) ‎ (← links)