Pages that link to "Item:Q1017834"
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The following pages link to Precise large deviations for dependent random variables with heavy tails (Q1017834):
Displaying 50 items.
- Exponential probability inequalities for WNOD random variables and their applications (Q259775) (← links)
- Precise large deviations of aggregate loss process in a risk model based on the policy entrance process (Q261675) (← links)
- Complete moment convergence for product sums of sequence of extended negatively dependent random variables (Q264926) (← links)
- An inequality of widely dependent random variables and its applications (Q282126) (← links)
- Weak max-sum equivalence for dependent heavy-tailed random variables (Q282131) (← links)
- A moderate deviation for associated random variables (Q287416) (← links)
- Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process (Q289963) (← links)
- The inverse moment for widely orthant dependent random variables (Q300528) (← links)
- On stochastic dominance and the strong law of large numbers for dependent random variables (Q326743) (← links)
- Almost sure convergence for weighted sums of extended negatively dependent random variables (Q343210) (← links)
- On the exponential inequality for acceptable random variables (Q352265) (← links)
- Precise large deviations for compound random sums in the presence of dependence structures (Q356108) (← links)
- Probability inequalities for END sequence and their applications (Q357652) (← links)
- Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871) (← links)
- Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (Q392997) (← links)
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails (Q393013) (← links)
- On closure properties of heavy-tailed distributions for random sums (Q406627) (← links)
- Uniform asymptotics of the finite-time ruin probability for all times (Q408271) (← links)
- Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims (Q410562) (← links)
- Extended precise large deviations of random sums in the presence of END structure and consistent variation (Q410971) (← links)
- On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
- Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982) (← links)
- Precise large deviations for random sums of END random variables with dominated variation (Q469894) (← links)
- Tail probability of a random sum with a heavy-tailed random number and dependent summands (Q495183) (← links)
- On complete convergence for Stout's type weighted sums of MOD sequence (Q530728) (← links)
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
- Precise large deviations for widely orthant dependent random variables with different distributions (Q680876) (← links)
- Upper and lower bounds of large deviations for some dependent sequences (Q681584) (← links)
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails (Q692651) (← links)
- Basic renewal theorems for random walks with widely dependent increments (Q719596) (← links)
- Complete consistency of estimators for regression models based on extended negatively dependent errors (Q725667) (← links)
- Complete and complete moment convergence for weighted sums of widely orthant dependent random variables (Q741233) (← links)
- Web renewal counting processes and their applications in insurance (Q824803) (← links)
- Complete moment convergence and mean convergence for arrays of rowwise extended negatively dependent random variables (Q904609) (← links)
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (Q989824) (← links)
- Weighted version of strong law of large numbers for a class of random variables and its applications (Q1616701) (← links)
- Large deviation estimates involving deformed exponential functions (Q1618670) (← links)
- Complete convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables (Q1633829) (← links)
- Complete moment convergence for arrays of rowwise widely orthant dependent random variables (Q1633832) (← links)
- Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications (Q1683634) (← links)
- Equivalent conditions of complete convergence and complete moment convergence for END random variables (Q1696641) (← links)
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← links)
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors (Q1739325) (← links)
- On consistency of the weighted least squares estimators in a semiparametric regression model (Q1785797) (← links)
- Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model (Q1929911) (← links)
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612) (← links)
- Precise large deviations for random sums of END real-valued random variables with consistent variation (Q1947327) (← links)
- Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
- The consistency for the estimators of semiparametric regression model with dependent samples (Q2025172) (← links)
