A Note on Cumulative Sums

Cited in

(55)

Stopping times of one-sample rank order sequential probability ratio tests
The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation
A note on the parallel sum
Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations
Change-level detection for Lévy subordinators
Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims
Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims
Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims
A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims
Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
The number of visits of vector walks to bounded regions
Existenz von sequentiellen Tests zu vorgegebenen Niveaus
Ratio theorems for random walks. II
Cumulative computing
Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate
Sequential detection of a steady state
Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure
Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
On a sequential probability ratio test subject to incomplete data
Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
A note on sums of independent random variables
The Contributions of Robert A. Wijsman to Sequential Analysis
Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Sequential procedures in identification
Asymptotic behavior of random time absolute ruin probability with D L tailed and conditionally independent claim sizes
Asymptotic ruin probabilities for a bidimensional renewal risk model
Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims
Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims
Tail asymptotic of discounted aggregate claims with compound dependence under risky investment
Life and work of Bhaskar Kumar Ghosh
An objective Bayesian approach to multistage hypothesis testing
On SPRT and RSPRT for the unknown mean in a normal distribution with equal mean and variance
Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
Multiple points for the sample paths of the symmetric stable process
Two probability theorems and their application to some first passage problems
Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation
Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims
Asymptotics for a time-dependent by-claim model with dependent subexponential claims
A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory*
Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims
Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance
The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails
On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims
Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns
The finite-time ruin probabilities of a renewal risk model with arbitrarily dependent insurance and financial risks caused by systematic factors
Asymptotics for a perturbed bidimensional delay-claim risk model with heavy-tailed claims and stochastic returns
On the joint tail behavior of randomly weighted sums of dependent random variables with applications to risk theory
Second-order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force
Theory and applications of a new methodology for the random sequential probability ratio test
Uniform asymptotics for a multidimensional renewal risk model with multivariate subexponential claims
A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
The finite-time ruin probability for ND claims with constant interest force

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