Pages that link to "Item:Q2511569"

The following pages link to Randomly weighted sums with dominated varying-tailed increments and application to risk theory (Q2511569):

Displaying 42 items.

• The moment of maximum normed randomly weighted sums of martingale differences (Q260455) (← links)
• Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
• Complete moment convergence of double-indexed randomly weighted sums of mixing sequences (Q347452) (← links)
• Randomly weighted sums of dependent subexponential random variables (Q392984) (← 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)
• Uniform estimate for the tail probabilities of randomly weighted sums (Q477566) (← links)
• Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (Q485877) (← 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)
• Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← 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)
• On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
• Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
• Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
• Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
• Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
• Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
• A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
• Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables (Q2067852) (← links)
• Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
• Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
• Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
• Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
• Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) (← links)
• Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458) (← links)
• Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
• The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
• Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
• Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← 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)
• Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
• Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails (Q2980120) (← links)
• Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (Q3458129) (← links)
• Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
• (Q4691162) (← links)
• Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails (Q4981822) (← links)
• Asymptotics for ultimate ruin probability in a by-claim risk model (Q4993830) (← links)
• APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS (Q5050872) (← links)
• Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
• Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932) (← links)