Pages that link to "Item:Q408271"

The following pages link to Uniform asymptotics of the finite-time ruin probability for all times (Q408271):

Displaying 46 items.

• Exponential probability inequalities for WNOD random variables and their applications (Q259775) (← links)
• An inequality of widely dependent random variables and its applications (Q282126) (← links)
• The inverse moment for widely orthant dependent random variables (Q300528) (← links)
• Precise large deviations for widely orthant dependent random variables with different distributions (Q680876) (← links)
• Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk (Q1645190) (← links)
• Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143) (← links)
• Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model (Q1929911) (← links)
• The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples (Q2029228) (← links)
• Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors (Q2067783) (← links)
• Further Spitzer's law for widely orthant dependent random variables (Q2072989) (← links)
• Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
• Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications (Q2208387) (← links)
• Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
• Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
• On complete consistency for the weighted estimator of nonparametric regression models (Q2317571) (← links)
• Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models (Q2319210) (← links)
• The exponential moment tail of inhomogeneous renewal process (Q2343620) (← links)
• The consistency of the nearest neighbor estimator of the density function based on WOD samples (Q2345497) (← links)
• The finite-time ruin probability for an inhomogeneous renewal risk model (Q2358483) (← links)
• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models (Q2513943) (← links)
• Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (Q2515265) (← links)
• Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim (Q2658425) (← links)
• The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) (← links)
• Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
• The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
• Large deviations for sum of UEND and<font>φ</font>-mixing random variables with heavy tails (Q2811419) (← links)
• Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) (← links)
• On the strong convergence of weighted sums of widely dependent random variables (Q2832643) (← links)
• Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments (Q2876234) (← links)
• Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails (Q2979978) (← links)
• Two-dimensional ruin probability for subexponential claim size (Q4578300) (← links)
• Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications (Q4584695) (← links)
• Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model (Q4916402) (← links)
• Complete consistency and convergence rate of the nearest neighbor estimator of the density function based on WOD samples (Q4992493) (← links)
• Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times (Q5077384) (← links)
• Elementary renewal theorems for widely dependent random variables with applications to precise large deviations (Q5077424) (← links)
• Strong law of large numbers and complete convergence for non-identically distributed WOD random variables (Q5083449) (← links)
• Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (Q5087017) (← links)
• Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of <i>R</i> − <i>h</i>-integrability and its applications (Q5087033) (← links)
• On complete and complete moment convergence for weighted sums of widely orthant dependent random variables (Q5088139) (← links)
• Convergence properties for the partial sums of widely orthant dependent random variables under some integrable assumptions and their applications (Q5147244) (← links)
• Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models (Q5154046) (← links)
• Probability inequalities for sums of WUOD random variables and their applications (Q5223508) (← links)
• THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS (Q5242844) (← links)
• Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables (Q6116724) (← links)
• Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. (Q6204983) (← links)