Pages that link to "Item:Q1873591"
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The following pages link to Characterizations on heavy-tailed distributions by means of hazard rate. (Q1873591):
Displayed 9 items.
- Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times (Q646758) (← links)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
- On the behavior of the product of independent random variables (Q862681) (← links)
- On domination problem of non-negative distributions (Q1034901) (← links)
- Hazard function and characterizations on distribution tails of nonnegative random variables (Q1430957) (← links)
- The supremum of random walk with negatively associated and heavy-tailed steps (Q2467372) (← links)
- A wide class of heavy-tailed distributions and its applications (Q2480272) (← links)
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Q4819440) (← links)
- On the Maximum Exceedance of a Sequence of Random Variables Over a Renewal Threshold (Q5321769) (← links)