Pages that link to "Item:Q4661648"
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The following pages link to Maxima of Sums of Heavy-Tailed Random Variables (Q4661648):
Displayed 16 items.
- Tail behavior of random sums of negatively associated increments (Q624555) (← links)
- Asymptotics of randomly stopped sums in the presence of heavy tails (Q627282) (← links)
- Finite-horizon ruin probability asymptotics in the compound discrete-time risk model (Q647156) (← links)
- Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
- The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables (Q951218) (← links)
- Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails (Q958943) (← links)
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model (Q1003329) (← links)
- Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
- Maxima of sums and random sums for negatively associated random variables with heavy tails (Q1771428) (← links)
- The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
- Tail behavior of negatively associated heavy-tailed sums (Q3410935) (← links)
- Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295) (← links)
- Asymptotic behavior of tail and local probabilities for sums of subexponential random variables (Q4819439) (← links)
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) (← links)
- Weighted sums of subexponential random variables and their maxima (Q5694155) (← links)
- Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift (Q5715919) (← links)