scientific article; zbMATH DE number 3798860

zbMATH Open0506.62034MaRDI QIDQ4743586FDOQ4743586

Authors: Nader Ebrahimi, Malay Ghosh 

Publication date: 1981

Title of this publication is not available (Why is that?)

zbMATH Keywords

positive dependenceDirichletreliability boundsKendall tauSpearman rhonegative regression dependenceBlomqvist qconditionally decreasing in sequenceFarlie-Gumbel- Morgenstern systemmultivariate negative dependencestrongly negative orthant dependence

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited In (only showing first 100 items - show all)

• Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails
• Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims
• Probability inequalities for sums of WUOD random variables and their applications
• Complete moment convergence and mean convergence for arrays of rowwise extended negatively dependent random variables
• On complete convergence for Stout's type weighted sums of MOD sequence
• Large deviations for random sums of negatively dependent random variables with consistently varying tails
• Uniform asymptotics of the finite-time ruin probability for all times
• Tail asymptotic of discounted aggregate claims with compound dependence under risky investment
• Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
• Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims
• Summability methods and negatively associated random variables
• Strong convergence for weighted sums of arrays of rowwise pairwise NQD random variables
• Multivariate dependence of spacings of generalized order statistics
• Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
• On the convergence rate of fixed design regression estimators for negatively associated random variables
• On closure properties of heavy-tailed distributions for random sums
• A weakly dependence structure of multivariate processes
• Basic renewal theorems for random walks with widely dependent increments
• Complete and complete moment convergence for weighted sums of widely orthant dependent random variables
• Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
• An exponential inequality for negatively associated random variables
• An inequality of widely dependent random variables and its applications
• Weak max-sum equivalence for dependent heavy-tailed random variables
• Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model
• The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences
• Multivariate dynamic information
• Precise large deviations for generalized dependent compound renewal risk model with consistent variation
• Complete convergence for weighted sums of negatively dependent random variables
• Uniform estimates for the finite-time ruin probability in the dependent renewal risk model
• Approximation for the ruin probabilities in a discrete time risk model with dependent risks
• Asymptotics for the finite-time ruin probability of a risk model with a general counting process
• Complete moment convergence for negatively dependent sequences of random variables
• Kaplan-Meier estimator under association
• The strong law of large numbers for extended negatively dependent random variables
• The finite-time ruin probability for ND claims with constant interest force
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
• Equivalent conditions of complete convergence for weighted sums of sequences of negatively dependent random variables
• On complete convergence and the strong law of large numbers for pairwise independent random variables
• The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims
• Precise large deviations for the aggregate claims in a dependent compound renewal risk model
• A note on the tail behavior of randomly weighted and stopped dependent sums
• The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims
• Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest
• Complete convergence for Sung's type weighted sums of END random variables
• On stochastic dominance and the strong law of large numbers for dependent random variables
• Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
• Some weighted distribution results on univariate and bivariate cases
• Complete convergence and the strong laws of large numbers for pairwise NQD random variables
• Convergence properties of partial sums for arrays of rowwise negatively orthant dependent random variables
• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
• Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate
• Likelihood ratio order of sample minimum from heterogeneous Weibull random variables
• Maximal inequality and complete convergence of non-identically distributed negatively associated sequences
• On the complete convergence for weighted sums of extended negatively dependent random variables
• Some notions of multivariate positive dependence
• Negative dependence in banach spaces and laws of large numbers
• The consistency of the nearest neighbor estimator of the density function based on WOD samples
• Convergence of the tail probability for weighted sums of negatively orthant dependent random variables.
• Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times
• Tail probability of a random sum with a heavy-tailed random number and dependent summands
• Precise large deviations for compound random sums in the presence of dependence structures
• Precise large deviations for dependent random variables with applications to the compound renewal risk model
• Strong laws of large numbers for pairwise quadrant dependent random variables
• Precise large deviations of random sums in presence of negative dependence and consistent variation
• Some maximal inequalities and complete convergences of negatively associated random sequences
• Some positive dependence stochastic orders
• Large deviations for sums of random vectors attracted to operator semi-stable laws
• Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
• Complete moment convergence for weighted sums of extended negatively dependent random variables
• Approximation of the tail probability of randomly weighted sums and applications
• Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications
• Convergence properties for arrays of rowwise pairwise negatively quadrant dependent random variables.
• Precise large deviations for widely orthant dependent random variables with different distributions
• Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate
• On complete and complete moment convergence for weighted sums of widely orthant dependent random variables
• Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
• ON THE ORDERING OF ASYMPTOTIC PAIRWISE NEGATIVELY DEPENDENT STRUCTURE OF STOCHASTIC PROCESSES
• A general result on complete f -moment convergence with its application to nonparametric regression models
• Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations
• Directional dependence of random vectors
• On mean convergence for the partial sums from arrays of rowwise and pairwise \(M_N\)-negatively dependent random variables
• Weak association with a stress-strength model application
• Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times
• On bivariate dependence and the convex order
• A new bivariate distribution with uniform marginals
• Elementary renewal theorems for widely dependent random variables with applications to precise large deviations
• The Kolmogrov–Feller type weak law of large numbers for APND random variables
• The strong convergence properties of weighted sums for a class of dependent random variables
• Equivalent conditions of complete moment convergence for extended negatively dependent random variables
• An exponential inequality for a class of NOD random variables and its application
• Complete convergence and complete moment convergence for weighted sums of m-extended negatively dependent random variables
• A Rosenthal-type inequality for some classes of dependent random variables and its applications
• Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim
• Complete convergence and complete moment convergence theorems for weighted sums of arrays of rowwise extended negatively dependent random variables
• Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model
• Asymptotics for the partial sum and its maximum of dependent random variables
• Information measures of Dirichlet distribution with applications
• On almost sure convergence rates for the kernel estimator of a covariance operator under negative association
• On convergence rate in the weak law of large numbers for FGM random sequences
• The finite-time ruin probability of a risk model with a general counting process and stochastic return

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