Pages that link to "Item:Q2445354"
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The following pages link to Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (Q2445354):
Displayed 8 items.
- Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094) (← links)
- Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
- On \(1/f\) noise (Q1955060) (← links)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
- Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
- Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples (Q2322666) (← links)
- Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
- Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims (Q5079471) (← links)