Pages that link to "Item:Q434700"

The following pages link to A note on a dependent risk model with constant interest rate (Q434700):

Displaying 50 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)
• Weak max-sum equivalence for dependent heavy-tailed random variables (Q282131) (← links)
• The inverse moment for widely orthant dependent random variables (Q300528) (← links)
• Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
• Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
• Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
• Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (Q485877) (← links)
• Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
• Precise large deviations for widely orthant dependent random variables with different distributions (Q680876) (← links)
• Complete and complete moment convergence for weighted sums of widely orthant dependent random variables (Q741233) (← links)
• Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors (Q1739325) (← links)
• On consistency of the weighted least squares estimators in a semiparametric regression model (Q1785797) (← links)
• Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143) (← links)
• Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
• Tails of higher-order moments with dominatedly varying summands (Q2010121) (← 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)
• Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables (Q2067852) (← links)
• Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
• Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
• Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
• An exponential inequality and its application to \(M\) estimators in multiple linear models (Q2208383) (← links)
• Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (Q2240667) (← links)
• Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
• Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
• The consistency of the nearest neighbor estimator of the density function based on WOD samples (Q2345497) (← links)
• The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors (Q2412818) (← links)
• Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508) (← links)
• Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
• Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models (Q2513943) (← links)
• Asymptotics for the partial sum and its maximum of dependent random variables (Q2627903) (← links)
• Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← 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)
• Convergence for weighted sums of widely orthant dependent random variables (Q2816428) (← links)
• Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims (Q2817162) (← links)
• Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) (← links)
• Uniform approximation of the tail probability of weighted sums of subexponential random variables (Q2832629) (← links)
• On the strong convergence of weighted sums of widely dependent random variables (Q2832643) (← links)
• Precise large deviations of aggregate claim amount in a dependent renewal risk model (Q2978999) (← links)
• Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (Q3458129) (← links)
• Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
• (Q4691162) (← links)
• Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model (Q4916402) (← links)
• Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments (Q5029958) (← links)
• Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims (Q5076883) (← links)