Pages that link to "Item:Q4819440"
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The following pages link to On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Q4819440):
Displaying 50 items.
- Randomly stopped sums with consistently varying distributions (Q340828) (← links)
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← links)
- Randomly stopped maximum and maximum of sums with consistently varying distributions (Q522551) (← links)
- A note on max-sum equivalence (Q613149) (← links)
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
- The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails (Q645446) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- On the DFR property of the compound geometric distribution with applications in risk theory (Q661269) (← links)
- Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
- Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
- A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
- On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
- Tails of random sums of a heavy-tailed number of light-tailed terms (Q938036) (← links)
- Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications (Q993692) (← links)
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model (Q1003329) (← links)
- A note on convolutions of compound geometric distributions (Q1017822) (← links)
- Large deviation results for generalized compound negative binomial risk models (Q1036907) (← links)
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)
- Asymptotic behavior of product of two heavy-tailed dependent random variables (Q1940862) (← links)
- Closure of some heavy-tailed distribution classes under random convolution (Q1943758) (← links)
- On \(1/f\) noise (Q1955060) (← links)
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
- Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) (← links)
- The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
- On the integrated tail of the deficit in the renewal risk model (Q2516397) (← links)
- Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
- The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
- Asymptotics for solutions of a defective renewal equation with applications (Q2519356) (← links)
- The finite time ruin probability with the same heavy-tailed insurance and financial risks (Q2577656) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- Infinite-time absolute ruin in dependent renewal risk models with constant force of interest (Q2976123) (← links)
- Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
- Precise Large Deviations for the Actual Aggregate Loss Process (Q3182405) (← links)
- Coherent Risk Measures Under Dominated Variation (Q3193129) (← links)
- Regularly distributed randomly stopped sum, minimum, and maximum (Q3295075) (← links)
- Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295) (← links)
- On the time value of absolute ruin with debit interest (Q3590742) (← links)
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- (Q4691162) (← links)
- Precise large deviations for sums of random variables with consistently varying tails (Q4819438) (← links)
- Convolution equivalence and infinite divisibility (Q4819467) (← links)
- Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
- Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks (Q4981883) (← links)
- Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments (Q5029958) (← links)
- Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
- Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence (Q5086717) (← links)
- Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
