Pages that link to "Item:Q4585942"
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The following pages link to Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942):
Displaying 13 items.
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables (Q2113622) (← links)
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
- A note on randomly weighted sums of dependent subexponential random variables (Q2181707) (← links)
- Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
- A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
- Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims (Q2684912) (← links)
- Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims (Q5076883) (← links)
- The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims (Q5079815) (← links)
- Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (Q5086619) (← links)
- A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* (Q6102193) (← links)
