Pages that link to "Item:Q3083148"
From MaRDI portal
The following pages link to An Introduction to Heavy-Tailed and Subexponential Distributions (Q3083148):
Displayed 50 items.
- Randomly stopped sums of not identically distributed heavy tailed random variables (Q274177) (← links)
- On the Laplace transform of the lognormal distribution (Q292357) (← links)
- On the overflow time of a fluid model (Q328520) (← links)
- Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail (Q340814) (← links)
- Randomly stopped sums with consistently varying distributions (Q340828) (← links)
- How to measure the accuracy of the subexponential approximation for the stationary single server queue (Q383190) (← links)
- On extremal behavior of Gaussian chaos (Q393865) (← links)
- Degree distribution of an inhomogeneous random intersection graph (Q396797) (← links)
- On closure properties of heavy-tailed distributions for random sums (Q406627) (← links)
- Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891) (← links)
- Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
- Tail asymptotics of the waiting time and the busy period for the \(\mathrm{M}/\mathrm{G}/1/K\) queues with subexponential service times (Q475071) (← links)
- Extremes of aggregated Dirichlet risks (Q476250) (← links)
- On the subexponentiality of the ridgelet transform (Q479943) (← links)
- Blackwell-type theorems for weighted renewal functions (Q483463) (← links)
- Consequences of dispersal heterogeneity for population spread and persistence (Q486639) (← links)
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- Asymptotic expansion of Gaussian chaos via probabilistic approach (Q497481) (← links)
- Tail behavior of sums and maxima of sums of dependent subexponential random variables (Q538392) (← links)
- Local asymptotics for the time of first return to the origin of transient random walk (Q553100) (← links)
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- Preferred attachment in affiliation networks (Q743425) (← links)
- On the asymptotic Laplace method and its application to random chaos (Q745632) (← links)
- Random sums of random variables and vectors: including infinite means and unequal length sums (Q746983) (← links)
- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
- Second-order asymptotics of ruin probabilities for semiexponential claims (Q847904) (← links)
- A new class of large claim size distributions: definition, properties, and ruin theory (Q888489) (← links)
- On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
- Iterated random functions and slowly varying tails (Q901296) (← links)
- Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices (Q904702) (← links)
- On upper bounds for the tail distribution of geometric sums of subexponential random variables (Q1039620) (← links)
- Monotonicity and condensation in homogeneous stochastic particle systems (Q1650118) (← links)
- Consistency of the robust recursive Hammerstein model identification algorithm (Q1660440) (← links)
- Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
- A two-component copula with links to insurance (Q1697001) (← links)
- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
- Semi-heavy tails (Q1728122) (← links)
- Inventory model of type \((s,S)\) under heavy tailed demand with infinite variance (Q1729801) (← links)
- The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
- Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
- Degree and clustering coefficient in sparse random intersection graphs (Q1950269) (← links)
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
- Estimating the parameters of a tapered Pareto distribution (Q2052591) (← links)
- Multi-armed bandit with sub-exponential rewards (Q2060366) (← links)
- Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397) (← links)
- Slowly varying asymptotics for signed stochastic difference equations (Q2080153) (← links)
- Rare events are nonperturbative: primordial black holes from heavy-tailed distributions (Q2089956) (← links)
- Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations (Q2097495) (← links)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)