Pages that link to "Item:Q429982"

The following pages link to Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982):

Displaying 36 items.

• Precise large deviations for compound random sums in the presence of dependence structures (Q356108) (← links)
• Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (Q392997) (← links)
• Precise large deviations for random sums of END random variables with dominated variation (Q469894) (← links)
• Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
• Precise large deviations for widely orthant dependent random variables with dominatedly varying tails (Q692651) (← links)
• Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
• Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← links)
• Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model (Q1929911) (← links)
• Precise large deviations for random sums of END real-valued random variables with consistent variation (Q1947327) (← links)
• Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables (Q2258086) (← links)
• Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure (Q2258707) (← links)
• Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models (Q2319210) (← links)
• A note on weighted infinite sums of dependent regularly varying tailed random variables (Q2398402) (← links)
• Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← links)
• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models (Q2513943) (← links)
• Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times (Q2692198) (← links)
• Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times (Q2694880) (← links)
• Precise large deviations for aggregate claims (Q2815967) (← links)
• Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models (Q2873942) (← links)
• Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments (Q2876234) (← links)
• Precise large deviations of aggregate claim amount in a dependent renewal risk model (Q2978999) (← links)
• Precise large deviations of aggregate claims in a compound size-dependent renewal risk model (Q2979585) (← links)
• Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails (Q2979978) (← links)
• Precise large deviations for the difference of two sums of END random variables with heavy tails (Q2980131) (← links)
• The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables (Q3067835) (← links)
• Precise local large deviations for heavy-tailed random sums with applications to risk models (Q4583614) (← links)
• Complete convergence and complete moment convergence for extended negatively dependent random variables (Q5011928) (← links)
• Critical fluctuations in renewal models of statistical mechanics (Q5015520) (← links)
• Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims (Q5077245) (← 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)
• Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force (Q5080280) (← links)
• Complete moment convergence for weighted sums of extended negatively dependent random variables (Q5223505) (← links)
• Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)
• Statistical fluctuations under resetting: rigorous results (Q5878726) (← links)
• Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims (Q6044209) (← links)