Pages that link to "Item:Q886324"
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The following pages link to Large deviations for random sums of negatively dependent random variables with consistently varying tails (Q886324):
Displayed 23 items.
- Large deviations for random sums of differences between two sequences of random variables with applications to risk theory (Q385821) (← links)
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails (Q393013) (← links)
- Extended precise large deviations of random sums in the presence of END structure and consistent variation (Q410971) (← links)
- Precise large deviations for random sums of END random variables with dominated variation (Q469894) (← links)
- Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest (Q610745) (← links)
- Tail behavior of random sums of negatively associated increments (Q624555) (← links)
- Web renewal counting processes and their applications in insurance (Q824803) (← links)
- The finite-time ruin probability for ND claims with constant interest force (Q956402) (← links)
- Retracted: Convergence of weighted sums for arrays of negatively dependent random variables and its applications. (Q975320) (← links)
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (Q989824) (← links)
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (Q1033579) (← links)
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← links)
- Precise large deviations for random sums of END real-valued random variables with consistent variation (Q1947327) (← links)
- Several properties of a nonstandard renewal counting process and their applications (Q2179651) (← links)
- Precise large deviations for generalized dependent compound renewal risk model with consistent variation (Q2258910) (← links)
- Precise large deviations for a customer-based individual risk model (Q2431045) (← links)
- Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models (Q2873942) (← links)
- Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions (Q2890096) (← links)
- Precise large deviations of aggregate claims in a compound size-dependent renewal risk model (Q2979585) (← links)
- Precise local large deviations for heavy-tailed random sums with applications to risk models (Q4583614) (← links)
- A note on the tail behavior of randomly weighted and stopped dependent sums (Q4968012) (← links)
- Critical fluctuations in renewal models of statistical mechanics (Q5015520) (← links)
- Statistical fluctuations under resetting: rigorous results (Q5878726) (← links)