Pages that link to "Item:Q4435681"
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The following pages link to Precise large deviations for the prospective-loss process (Q4435681):
Displaying 27 items.
- Precise large deviations of aggregate loss process in a risk model based on the policy entrance process (Q261675) (← links)
- Precise large deviations for compound random sums in the presence of dependence structures (Q356108) (← links)
- Extended precise large deviations of random sums in the presence of END structure and consistent variation (Q410971) (← links)
- Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982) (← links)
- Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
- Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
- Ruin probability of the renewal model with risky investment and large claims (Q1042994) (← links)
- Maxima of sums and random sums for negatively associated random variables with heavy tails (Q1771428) (← links)
- Precise large deviations for random sums of END real-valued random variables with consistent variation (Q1947327) (← links)
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model (Q2046237) (← links)
- Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure (Q2258707) (← links)
- Precise large deviations for sums of random vectors with dependent components of consistently varying tails (Q2358377) (← links)
- Precise large deviations for a customer-based individual risk model (Q2431045) (← links)
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (Q2435745) (← links)
- Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← 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 (Q2815967) (← links)
- Precise large deviations of aggregate claim amount in a dependent renewal risk model (Q2978999) (← links)
- Precise Large Deviations for the Actual Aggregate Loss Process (Q3182405) (← links)
- Precise local large deviations for heavy-tailed random sums with applications to risk models (Q4583614) (← links)
- Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals (Q4638736) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
- Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force (Q5080280) (← links)
- Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift (Q5715919) (← links)
