Pages that link to "Item:Q1922245"

The following pages link to On the distribution of the maxima of partial sums (Q1922245):

Displaying 15 items.

• Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094) (← links)
• Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables (Q829817) (← links)
• The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables (Q951218) (← links)
• On the almost decrease of a subexponential density (Q2322670) (← links)
• Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) (← links)
• The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
• Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← links)
• The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
• Tail behavior of negatively associated heavy-tailed sums (Q3410935) (← links)
• Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295) (← links)
• Maxima of Sums of Heavy-Tailed Random Variables (Q4661648) (← links)
• Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
• Asymptotic behavior of tail and local probabilities for sums of subexponential random variables (Q4819439) (← links)
• Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift (Q5715919) (← links)
• Exact asymptotic behaviour of the distribution of the supremum (Q5937053) (← links)