Pages that link to "Item:Q938036"
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The following pages link to Tails of random sums of a heavy-tailed number of light-tailed terms (Q938036):
Displayed 29 items.
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails (Q393013) (← links)
- Modeling clusters of extreme values (Q483518) (← links)
- Tail probability of a random sum with a heavy-tailed random number and dependent summands (Q495183) (← 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)
- Probabilistic sampling of finite renewal processes (Q654409) (← links)
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
- Tail asymptotics of fluid queues in a distributed server system fed by a heavy-tailed ON-OFF flow (Q747035) (← links)
- Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model (Q1003329) (← links)
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (Q1033579) (← links)
- Regularly varying non-stationary Galton-Watson processes with immigration (Q1644194) (← links)
- Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
- Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611) (← links)
- A general stochastic model for bivariate episodes driven by a gamma sequence (Q2040918) (← links)
- On busy periods of the critical GI/G/1 queue and BRAVO (Q2095034) (← links)
- Maxima and sums of non-stationary random length sequences (Q2198601) (← links)
- Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands (Q2448459) (← links)
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
- Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments (Q2876234) (← links)
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables (Q3067835) (← links)
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
- Regularly varying nonstationary second-order Galton–Watson processes with immigration (Q4967291) (← links)
- Sampling Based Estimation of In-Degree Distribution for Directed Complex Networks (Q5066473) (← links)
- LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING (Q5140090) (← links)
- Estimating tails of independently stopped random walks using concave approximations of hazard functions (Q5152523) (← links)
- On the total claim amount for marked Poisson cluster models (Q5203948) (← links)
- Heavy-Tailed Branching Process with Immigration (Q5745540) (← links)
- Critical branching processes in a sparse random environment (Q6067092) (← links)