Pages that link to "Item:Q624593"

The following pages link to Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593):

Displaying 18 items.

• Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
• Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
• Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (Q392997) (← links)
• Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
• On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
• Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891) (← links)
• Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
• Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
• Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← links)
• Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
• Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
• Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
• Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569) (← links)
• Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
• Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
• Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
• The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)