Pages that link to "Item:Q3796465"

The following pages link to Subexponential distributions and integrated tails (Q3796465):

Displaying 50 items.

• Randomly stopped sums of not identically distributed heavy tailed random variables (Q274177) (← links)
• Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims (Q277262) (← links)
• Randomly stopped sums with consistently varying distributions (Q340828) (← links)
• Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails (Q393013) (← links)
• On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
• Uniform asymptotics of the finite-time ruin probability for all times (Q408271) (← links)
• Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991) (← links)
• Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
• Randomly stopped maximum and maximum of sums with consistently varying distributions (Q522551) (← links)
• Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
• Local subexponentiality and self-decomposability (Q616260) (← links)
• Renewal theory for random variables with a heavy tailed distribution and finite variance (Q618009) (← links)
• Asymptotics of randomly stopped sums in the presence of heavy tails (Q627282) (← links)
• Local asymptotics of a Markov modulated random walk with heavy-tailed increments (Q644628) (← links)
• The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails (Q645446) (← links)
• Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times (Q646758) (← links)
• Finite-horizon ruin probability asymptotics in the compound discrete-time risk model (Q647156) (← links)
• On the time value of absolute ruin with tax (Q659184) (← links)
• Asymptotic ordering of risks and ruin probabilities (Q689566) (← links)
• Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
• Estimates for the finite-time ruin probability with insurance and financial risks (Q692739) (← links)
• The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
• Sensitivity analysis on ruin probabilities with heavy-tailed claims (Q713634) (← links)
• Second order subexponential distributions with finite mean and their applications to subordinated distributions (Q715752) (← links)
• Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
• A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
• The full solution of the convolution closure problem for convolution- equivalent distributions (Q808082) (← links)
• Asymptotic behavior of generalized processor sharing queues under subexponential assumptions (Q833103) (← links)
• Lower limits and equivalences for convolution tails (Q879260) (← links)
• Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
• Second order behaviour of ruin probabilities in the case of large claims (Q882874) (← links)
• Iterated random functions and slowly varying tails (Q901296) (← links)
• Convolution equivalence and distributions of random sums (Q946482) (← links)
• Large deviations for random walks under subexponentiality: The big-jump domain (Q948750) (← links)
• Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications (Q993692) (← links)
• Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications (Q995501) (← links)
• Ruin probability and local ruin probability in the random multi-delayed renewal risk model (Q1007342) (← links)
• Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case (Q1028628) (← links)
• The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
• Ruin estimates for large claims (Q1116613) (← links)
• The asymptotic of harmonic renewal measures (Q1178904) (← links)
• Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time (Q1183672) (← links)
• Estimation of ruin probabilities by means of hazard rates (Q1262683) (← links)
• Subexponential distributions and characterizations of related classes (Q1263152) (← links)
• Asymptotic ordering of distribution functions and convolution semigroups (Q1263153) (← links)
• Some properties of subexponential distributions (Q1277430) (← links)
• The rate of convergence for subexponential distributions (Q1280852) (← links)
• Failure rates of regenerative systems with heavy tails (Q1291185) (← links)
• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
• Subexponentiality of the product of independent random variables (Q1315403) (← links)