Pages that link to "Item:Q3114569"
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The following pages link to The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569):
Displayed 15 items.
- Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- Randomly stopped maximum and maximum of sums with consistently varying distributions (Q522551) (← links)
- Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569) (← links)
- On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
- The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
- On random coefficient INAR(1) processes (Q1935708) (← links)
- On the random max-closure for heavy-tailed random variables (Q2401238) (← links)
- Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) (← links)
- A quasi-Bayesian change point detection with exchangeable weights (Q2676909) (← links)
- On extremal behavior of aggregation of largest claims (Q2980148) (← links)
- Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942) (← links)
- (Q4691162) (← links)
- Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
- Closure property of consistently varying random variables based on precise large deviation principles (Q5078107) (← links)