Pages that link to "Item:Q1047152"
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The following pages link to Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152):
Displaying 50 items.
- Weak max-sum equivalence for dependent heavy-tailed random variables (Q282131) (← links)
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
- Randomly weighted sums of dependent subexponential random variables (Q392984) (← 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)
- Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
- On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
- Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
- Uniform estimate for the tail probabilities of randomly weighted sums (Q477566) (← links)
- Tail behavior of sums and maxima of sums of dependent subexponential random variables (Q538392) (← links)
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
- High level quantile approximations of sums of risks (Q906345) (← links)
- Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103) (← links)
- Asymptotic behavior of tail density for sum of correlated lognormal variables (Q1035169) (← links)
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
- Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables (Q2067852) (← links)
- Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
- Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397) (← links)
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (Q2240667) (← links)
- Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
- Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process (Q2298661) (← links)
- Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923) (← links)
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508) (← links)
- Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation (Q2431052) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
- Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) (← links)
- Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
- Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
- Asymptotics for the partial sum and its maximum of dependent random variables (Q2627903) (← links)
- On pairwise quasi-asymptotically independent random variables and their applications (Q2637381) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) (← links)
- Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims (Q2817162) (← links)
- Uniform approximation of the tail probability of weighted sums of subexponential random variables (Q2832629) (← links)
- On the strong convergence of weighted sums of widely dependent random variables (Q2832643) (← links)
- On beta-product convolutions (Q2868597) (← links)
- On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
- On extremal behavior of aggregation of largest claims (Q2980148) (← links)
- Minimum of Dependent Random Variables with Convolution-Equivalent Distributions (Q3100647) (← links)
- Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (Q3458129) (← links)
- (Q4691162) (← links)
- Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims (Q5029938) (← links)
