Pages that link to "Item:Q850395"
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The following pages link to Insensitivity to negative dependence of the asymptotic behavior of precise large deviations (Q850395):
Displayed 50 items.
- Precise large deviations of aggregate loss process in a risk model based on the policy entrance process (Q261675) (← links)
- Randomly stopped sums of not identically distributed heavy tailed random variables (Q274177) (← links)
- An inequality of widely dependent random variables and its applications (Q282126) (← links)
- Weak max-sum equivalence for dependent heavy-tailed random variables (Q282131) (← links)
- A moderate deviation for associated random variables (Q287416) (← links)
- Local precise large and moderate deviations for sums of independent random variables (Q335049) (← links)
- Precise large deviations for compound random sums in the presence of dependence structures (Q356108) (← links)
- Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871) (← links)
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails (Q393013) (← links)
- Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims (Q410562) (← links)
- Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982) (← links)
- Precise large deviations for random sums of END random variables with dominated variation (Q469894) (← links)
- Tail probability of a random sum with a heavy-tailed random number and dependent summands (Q495183) (← links)
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest (Q610745) (← links)
- Tail behavior of random sums of negatively associated increments (Q624555) (← links)
- Finite-horizon ruin probability asymptotics in the compound discrete-time risk model (Q647156) (← links)
- Precise large deviations for widely orthant dependent random variables with different distributions (Q680876) (← links)
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails (Q692651) (← links)
- Web renewal counting processes and their applications in insurance (Q824803) (← links)
- Large deviations for random sums of negatively dependent random variables with consistently varying tails (Q886324) (← links)
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
- Large deviations for the stochastic present value of aggregate claims in the renewal risk model (Q893915) (← links)
- Tails of random sums of a heavy-tailed number of light-tailed terms (Q938036) (← links)
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
- Large deviations for random walks under subexponentiality: The big-jump domain (Q948750) (← links)
- The finite-time ruin probability for ND claims with constant interest force (Q956402) (← links)
- Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails (Q958943) (← links)
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (Q989824) (← links)
- Local precise large deviations for sums of random variables with \(O\)-regularly varying densities (Q990926) (← links)
- Precise large deviations for dependent random variables with heavy tails (Q1017834) (← links)
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (Q1033579) (← links)
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← links)
- Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model (Q1929911) (← links)
- Precise large deviations for random sums of END real-valued random variables with consistent variation (Q1947327) (← links)
- Several properties of a nonstandard renewal counting process and their applications (Q2179651) (← links)
- Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure (Q2258707) (← links)
- Precise large deviations for generalized dependent compound renewal risk model with consistent variation (Q2258910) (← links)
- The exponential moment tail of inhomogeneous renewal process (Q2343620) (← links)
- Strong renewal theorems with infinite mean beyond local large deviations (Q2346079) (← links)
- Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands (Q2448459) (← links)
- The supremum of random walk with negatively associated and heavy-tailed steps (Q2467372) (← links)
- The general principle for precise large deviations of heavy-tailed random sums (Q2483451) (← links)
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times (Q2657010) (← links)
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times (Q2692198) (← links)
- Precise large deviation for the difference of two sums of random variables (Q2807681) (← links)
- Large deviation for negatively dependent random variables under sublinear expectation (Q2807689) (← links)
- Large deviations for sum of UEND and<font>φ</font>-mixing random variables with heavy tails (Q2811419) (← links)
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)