The following pages link to (Q3746581):
Displaying 14 items.
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model (Q392706) (← links)
- Second order behaviour of ruin probabilities in the case of large claims (Q882874) (← links)
- Large deviations for random walks under subexponentiality: The big-jump domain (Q948750) (← links)
- An estimate for probabilities of large deviations (Q1103262) (← links)
- Subexponentiality of the product of independent random variables (Q1315403) (← links)
- The time until the final zero crossing of random sums with application to nonparametric bandit theory (Q1335239) (← links)
- Precise large deviations for long-tailed distributions (Q1930534) (← links)
- Second-order asymptotics for the ruin probability in the case of very large claims (Q1975812) (← links)
- Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times (Q2485760) (← links)
- Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions (Q2890096) (← links)
- Large Deviations Of Sums Mainly Due To Just One Summand (Q5044634) (← links)
- Precise large deviations for strong subexponential distributions and applications on a multi risk model (Q5077888) (← links)
- Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition (Q5932604) (← links)
- Homogeneous models and generic extensions (Q5970171) (← links)
