A Note on Cumulative Sums

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

Cited In (50)

• 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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