Pages that link to "Item:Q5430560"

The following pages link to The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (Q5430560):

Displaying 50 items.

• Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← 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)
• Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
• Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
• Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
• Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
• Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)
• Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
• The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
• Asymptotics for heavy-tailed renewal-reward processes and applications to risk processes and heavy traffic networks (Q2032337) (← links)
• On the tail behaviour of aggregated random variables (Q2079609) (← links)
• Stochastic ordering of Gini indexes for multivariate elliptical risks (Q2273985) (← links)
• Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples (Q2322666) (← links)
• Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
• Exact upper tail probabilities of random series (Q2344861) (← links)
• Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
• On normal approximation of discounted and strongly mixing random variables (Q2376371) (← links)
• Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
• Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
• Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974) (← links)
• Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
• Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation (Q2431052) (← links)
• Extremes and products of multivariate AC-product risks (Q2442532) (← links)
• Calculation of Bayes premium for conditional elliptical risks (Q2447418) (← links)
• Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
• The impact on ruin probabilities of the association structure among financial risks (Q2467388) (← links)
• Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
• The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) (← links)
• The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
• Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks (Q2876190) (← links)
• Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← links)
• Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails (Q2980120) (← links)
• On extremal behavior of aggregation of largest claims (Q2980148) (← links)
• The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
• The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
• Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (Q3458129) (← links)
• Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
• BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
• Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
• Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
• ON SUMS OF INDEPENDENT GENERALIZED PARETO RANDOM VARIABLES WITH APPLICATIONS TO INSURANCE AND CAT BONDS (Q4629425) (← links)
• AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS (Q4691248) (← links)
• Asymptotics for Weighted Random Sums (Q4906510) (← links)
• A note on the asymptotics for the randomly stopped weighted sums (Q4968186) (← links)
• On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals (Q5022535) (← links)
• Tail bounds for sum of gamma variables and related inferences (Q5079832) (← links)
• A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
• Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation (Q5478907) (← links)