Pages that link to "Item:Q2503816"
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The following pages link to A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails (Q2503816):
Displaying 13 items.
- Precise large deviations of aggregate loss process in a risk model based on the policy entrance process (Q261675) (← links)
- Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
- Large deviations for sums of independent random variables with dominatingly varying tails (Q2464002) (← links)
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612) (← links)
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables (Q3067835) (← links)
- Precise Large Deviations for the Actual Aggregate Loss Process (Q3182405) (← links)
- Tail behavior of negatively associated heavy-tailed sums (Q3410935) (← links)
- Precise large deviations for the prospective-loss process (Q4435681) (← links)
- Precise large deviations for sums of random variables with consistently varying tails (Q4819438) (← links)
- Asymptotic behavior of tail and local probabilities for sums of subexponential random variables (Q4819439) (← links)
- Some Blackwell-Type Renewal Theorems for Weighted Renewal Functions (Q5504154) (← links)
- A note on randomly stopped sums with zero mean increments (Q6494476) (← links)
