Pages that link to "Item:Q1033579"
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The following pages link to Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (Q1033579):
Displaying 13 items.
- Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871) (← links)
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails (Q393013) (← links)
- The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims (Q459487) (← links)
- Tail probability of a random sum with a heavy-tailed random number and dependent summands (Q495183) (← links)
- Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest (Q610745) (← 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 actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments (Q2876234) (← links)
- A note on the tail behavior of randomly weighted and stopped dependent sums (Q4968012) (← links)
- Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments (Q5029958) (← links)
- Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails (Q5245042) (← links)
