Pages that link to "Item:Q907381"

The following pages link to Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381):

Displaying 16 items.

• Complete moment convergence for product sums of sequence of extended negatively dependent random variables (Q264926) (← links)
• Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
• On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
• Ruin probabilities under Sarmanov dependence structure (Q310666) (← links)
• Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
• Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
• Random difference equations with subexponential innovations (Q525896) (← links)
• Complete and complete moment convergence for weighted sums of widely orthant dependent random variables (Q741233) (← 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)
• Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
• The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
• Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
• A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
• On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
• Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)