Pages that link to "Item:Q1686241"
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The following pages link to On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241):
Displayed 13 items.
- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
- Approximating sums of products of dependent random variables (Q2006751) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)
- Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables (Q2113622) (← links)
- A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
- Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples (Q2322666) (← links)
- Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
- Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims (Q2691358) (← links)
- Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
- APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS (Q5050872) (← links)
- ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
- Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
- Uniform approximation for the tail behavior of bidimensional randomly weighted sums (Q6164858) (← links)