Pages that link to "Item:Q2463677"
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The following pages link to The subexponentiality of products revisited (Q2463677):
Displaying 38 items.
- Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- Random difference equations with subexponential innovations (Q525896) (← links)
- The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982) (← links)
- Conditional limit results for type I polar distributions (Q626293) (← links)
- The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Ruin probability in the presence of interest earnings and tax payments (Q659105) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- On the long tail property of product convolution (Q829815) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Tail asymptotics under beta random scaling (Q994321) (← links)
- Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
- The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
- Asymptotic behavior of product of two heavy-tailed dependent random variables (Q1940862) (← links)
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
- Asymptotics of the norm of elliptical random vectors (Q2267591) (← links)
- From light tails to heavy tails through multiplier (Q2271715) (← links)
- Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- On the use of bivariate Mellin transform in bivariate random scaling and some applications (Q2445487) (← links)
- Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)
- Second-order tail asymptotics of deflated risks (Q2513459) (← links)
- On beta-product convolutions (Q2868597) (← links)
- Tail asymptotic of Weibull-type risks (Q2934849) (← links)
- Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails (Q2980120) (← links)
- THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS (Q3008156) (← links)
- The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
- Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation (Q5031693) (← links)
- A note on product-convolution for generalized subexponential distributions (Q5046694) (← links)
- Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
- ONE-YEAR PREMIUM RISK AND EMERGENCE PATTERN OF ULTIMATE LOSS BASED ON CONDITIONAL DISTRIBUTION (Q5119566) (← links)
- A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
- The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
