A Note on Cumulative Sums
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Publication:5846191
DOI10.1214/AOMS/1177730890zbMATH Open0063.07178OpenAlexW1972706824WikidataQ109672380 ScholiaQ109672380MaRDI QIDQ5846191FDOQ5846191
Authors: Charles M. Stein
Publication date: 1946
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177730890
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- Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations
- Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance
- Change-level detection for Lévy subordinators
- Tail asymptotic of discounted aggregate claims with compound dependence under risky investment
- Life and work of Bhaskar Kumar Ghosh
- A note on the parallel sum
- Cumulative computing
- Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims
- A note on sums of independent random variables
- A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory*
- On a sequential probability ratio test subject to incomplete data
- Theory and applications of a new methodology for the random sequential probability ratio test
- The number of visits of vector walks to bounded regions
- Two probability theorems and their application to some first passage problems
- Asymptotics for a time-dependent by-claim model with dependent subexponential claims
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims
- A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
- Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
- Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation
- Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate
- The finite-time ruin probability for ND claims with constant interest force
- Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes
- Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims
- A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
- Ratio theorems for random walks. II
- Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims
- Sequential detection of a steady state
- Asymptotic ruin probabilities for a bidimensional renewal risk model
- The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation
- Sequential procedures in identification
- 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
- The Contributions of Robert A. Wijsman to Sequential Analysis
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
- Multiple points for the sample paths of the symmetric stable process
- Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns
- Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims
- Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
- 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
- Existenz von sequentiellen Tests zu vorgegebenen Niveaus
- Stopping times of one-sample rank order sequential probability ratio tests
- 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
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
- Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
- Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
- Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims
- Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure
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