Pages that link to "Item:Q5448740"
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The following pages link to Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models (Q5448740):
Displayed 31 items.
- Precise large deviations of aggregate loss process in a risk model based on the policy entrance process (Q261675) (← 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)
- Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model (Q449376) (← links)
- Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model (Q645449) (← links)
- Web renewal counting processes and their applications in insurance (Q824803) (← links)
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← 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)
- Several properties of a nonstandard renewal counting process and their applications (Q2179651) (← links)
- Precise large deviations for sums of random vectors with dependent components of consistently varying tails (Q2358377) (← links)
- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model (Q2422594) (← 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 deviation for the difference of two sums of random variables (Q2807681) (← links)
- Large deviations for sum of UEND and<font>φ</font>-mixing random variables with heavy tails (Q2811419) (← links)
- Precise Large Deviations for Sums of Independent Random Variables with Consistently Varying Tails (Q2815339) (← links)
- Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails (Q2832635) (← links)
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
- Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models (Q2873942) (← links)
- Precise large deviations of aggregate claim amount in a dependent renewal risk model (Q2978999) (← 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)
- Precise Large Deviations for the Actual Aggregate Loss Process (Q3182405) (← links)
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
- Precise large deviations for strong subexponential distributions and applications on a multi risk model (Q5077888) (← links)
- Precise deviations for Cox processes with a shot noise intensity (Q5077947) (← links)
- Uniform asymptotics for discounted aggregate claims in dependent multi-risk model (Q5078279) (← links)
- Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)
- Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (Q6165364) (← links)