Pages that link to "Item:Q5478907"
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The following pages link to Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation (Q5478907):
Displayed 50 items.
- Randomly stopped sums with consistently varying distributions (Q340828) (← 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 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)
- The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309) (← 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)
- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← 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)
- Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables (Q1936551) (← links)
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
- Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations (Q2111576) (← links)
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← 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)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
- Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
- Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856) (← links)
- Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation (Q2431052) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- The supremum of random walk with negatively associated and heavy-tailed steps (Q2467372) (← links)
- The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
- On pairwise quasi-asymptotically independent random variables and their applications (Q2637381) (← links)
- Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims (Q2691358) (← links)
- Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933) (← links)
- Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
- Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← links)
- Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
- Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails (Q2980120) (← links)
- Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)
- Regularly distributed randomly stopped sum, minimum, and maximum (Q3295075) (← 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)
- Aggregation of rapidly varying risks and asymptotic independence (Q3644305) (← links)
- The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks (Q4563467) (← links)
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
- Asymptotics for Weighted Random Sums (Q4906510) (← links)
- Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
- A note on the asymptotics for the randomly stopped weighted sums (Q4968186) (← links)
- Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate (Q5076950) (← links)
- Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
- Tail asymptotic of discounted aggregate claims with compound dependence under risky investment (Q5078281) (← links)
- Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932) (← links)
- The limit property of a risk model based on entrance processes (Q5082864) (← links)
- Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)