Pages that link to "Item:Q2496504"

The following pages link to Functional large deviations for multivariate regularly varying random walks (Q2496504):

Displaying 50 items.

• Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims (Q277262) (← links)
• Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
• Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← links)
• Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
• Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
• Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
• Effect of truncation on large deviations for heavy-tailed random vectors (Q665444) (← links)
• Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
• Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
• Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
• On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
• Large deviations for random walks under subexponentiality: The big-jump domain (Q948750) (← links)
• Topological regular variation. I: Slow variation (Q989081) (← links)
• Topological regular variation. II: The fundamental theorems (Q989082) (← links)
• On large deviations of multivariate heavy-tailed random walks (Q1014062) (← links)
• Infinite combinatorics and the foundations of regular variation (Q1034572) (← links)
• Large deviations for truncated heavy-tailed random variables: a boundary case (Q1745675) (← links)
• Large deviations for heavy-tailed random elements in convex cones (Q2019058) (← links)
• Precise large deviations for dependent subexponential variables (Q2040065) (← links)
• Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
• A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
• Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations (Q2097495) (← links)
• Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
• Persistence of heavy-tailed sample averages: principle of infinitely many big jumps (Q2136090) (← links)
• Sample path large deviations for Lévy processes and random walks with regularly varying increments (Q2189454) (← links)
• Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (Q2216948) (← links)
• Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims (Q2231611) (← links)
• The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
• Heavy-tailed random walks, buffered queues and hidden large deviations (Q2278655) (← links)
• Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
• Strong renewal theorems with infinite mean beyond local large deviations (Q2346079) (← links)
• The index theorem of topological regular variation and its applications (Q2389252) (← links)
• Measures of serial extremal dependence and their estimation (Q2447645) (← links)
• Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin (Q2448699) (← links)
• Extreme value theory for space-time processes with heavy-tailed distributions (Q2476290) (← links)
• Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394) (← links)
• Strong renewal theorems and local large deviations for multivariate random walks and renewals (Q2631873) (← links)
• A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
• Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
• Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) (← links)
• Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
• A non-exponential extension of Sanov’s theorem via convex duality (Q3298814) (← links)
• Gumbel and Fréchet convergence of the maxima of independent random walks (Q3298818) (← links)
• Large Deviations for Point Processes Based on Stationary Sequences with Heavy Tails (Q3550986) (← links)
• Efficient importance sampling in ruin problems for multidimensional regularly varying random walks (Q3578666) (← links)
• State-dependent importance sampling for regularly varying random walks (Q3603200) (← links)
• Homomorphisms from Functional Equations in Probability (Q4605219) (← links)
• Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
• De Vylder type approximation of the ruin probability for the insurer-reinsurer model (Q5135656) (← links)
• Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not? (Q5389049) (← links)