Sums of Dependent Nonnegative Random Variables with Subexponential Tails
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Publication:5459910
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Cites work
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- An introduction to copulas.
- Asymptotic results for the sum of dependent non-identically distributed random variables
- Convolution tails, product tails and domains of attraction
- Diversification of aggregate dependent risks
- Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
- On the Tail Behavior of Sums of Dependent Risks
- Randomly weighted sums of subexponential random variables with application to ruin theory
- Some Concepts of Dependence
- Spatial regression models for extremes
- Tail asymptotics for the sum of two heavy-tailed dependent risks
- Tail behavior of negatively associated heavy-tailed sums
Cited in
(49)- On sums of conditionally independent subexponential random variables
- Randomly weighted sums of dependent subexponential random variables with applications to risk theory
- Complete moment convergence for randomly weighted sums of END sequences and its applications
- Asymptotics for the partial sum and its maximum of dependent random variables
- Upper and lower bounds of Borel-Cantelli lemma in a general measure space
- Investigation a dependent generalized compound renewal risk process involving the uniformly bounded copula function
- Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims
- The Kaplan-Meier estimator and hazard estimator for censored END survival time observations
- Uniform approximation of the tail probability of weighted sums of subexponential random variables
- A note on randomly weighted sums of dependent subexponential random variables
- Asymptotic finite-time ruin probabilities for a multidimensional risk model with subexponential claims
- Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns
- Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory
- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model
- Second order risk aggregation with the Bernstein copula
- Asymptotics for randomly weighted and stopped dependent sums
- Approximation of the tail probability of dependent random sums under consistent variation and applications
- Minimum of dependent random variables with convolution-equivalent distributions
- Asymptotic tail probabilities of sums of dependent subexponential random variables
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
- Tail behavior of the sums of dependent and heavy-tailed random variables
- Subexponentiality of the product of dependent random variables
- Aggregation of rapidly varying risks and asymptotic independence
- Tail asymptotics for dependent subexponential differences
- The subexponentiality for two widely dependent random variables under the operations of minimum and maximum
- Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims
- Moderate deviations for sums of dependent claims in a size-dependent renewal risk model
- Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands
- The uniformly asymptotic estimate for the tail probability of the sums of nonnegative and dependent random variables
- Max-sum equivalence of conditionally dependent random variables
- Complete consistency of estimators for regression models based on extended negatively dependent errors
- A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory*
- A note on weighted infinite sums of dependent regularly varying tailed random variables
- Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims
- Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory
- Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims
- Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables
- Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks
- Ruin probabilities in multivariate risk models with periodic common shock
- Tail behavior of sums and maxima of sums of dependent subexponential random variables
- Asymptotics for risk capital allocations based on conditional tail expectation
- The strong law of large numbers for extended negatively dependent random variables
- Tail behavior of sums and differences of log-normal random variables
- Asymptotic results for the sum of dependent non-identically distributed random variables
- The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims
- Precise large deviations for dependent random variables with heavy tails
- On extremal behavior of aggregation of largest claims
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