Pages that link to "Item:Q1941336"
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The following pages link to Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models (Q1941336):
Displaying 50 items.
- Exponential probability inequalities for WNOD random variables and their applications (Q259775) (← links)
- The large deviation for the least squares estimator of nonlinear regression model based on WOD errors (Q281255) (← links)
- On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847) (← links)
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
- On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← links)
- The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
- Complete moment convergence for arrays of rowwise widely orthant dependent random variables (Q1633832) (← links)
- A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model (Q1644178) (← links)
- Convergence in \(p\)-mean for arrays of row-wise extended negatively dependent random variables (Q1701371) (← links)
- The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples (Q2029228) (← links)
- Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables (Q2067852) (← links)
- A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
- Strong representations of the Kaplan-Meier estimator and hazard estimator with censored widely orthant dependent data (Q2135864) (← links)
- Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications (Q2208387) (← links)
- Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
- Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
- Complete \(q\)-th moment convergence and its statistical applications (Q2293128) (← links)
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
- On complete consistency for the weighted estimator of nonparametric regression models (Q2317571) (← links)
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models (Q2319210) (← links)
- Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation (Q2406777) (← links)
- Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794) (← links)
- Complete convergence of moving average process based on widely orthant dependent random variables (Q2412821) (← links)
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508) (← links)
- Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
- Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (Q2513634) (← links)
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models (Q2513943) (← links)
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126) (← links)
- Convergence for weighted sums of widely orthant dependent random variables (Q2816428) (← links)
- On the strong convergence of weighted sums of widely dependent random variables (Q2832643) (← links)
- The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims (Q2979971) (← links)
- Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (Q3458129) (← links)
- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
- Two-dimensional ruin probability for subexponential claim size (Q4578300) (← links)
- Asymptotic ruin probabilities for a bidimensional renewal risk model (Q4584665) (← links)
- Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications (Q4584695) (← links)
- Uniformly complete consistency of frequency polygon estimation for dependent samples and an application (Q5058309) (← links)
- Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthant-dependent random variables with applications (Q5079447) (← links)
- Complete convergence for weighted sums of WNOD random variables and its applications (Q5086472) (← links)
- Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (Q5086619) (← links)
- Strong convergence properties for weighted sums of WNOD random variables and its applications in nonparametric regression models (Q5086632) (← links)
- Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence (Q5086717) (← links)
- Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of <i>R</i> − <i>h</i>-integrability and its applications (Q5087033) (← links)
- A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES (Q5111479) (← links)
- Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models (Q5154046) (← links)
