Pages that link to "Item:Q5459910"

The following pages link to Sums of Dependent Nonnegative Random Variables with Subexponential Tails (Q5459910):

Displaying 25 items.

• The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims (Q459487) (← links)
• Tail behavior of sums and maxima of sums of dependent subexponential random variables (Q538392) (← links)
• Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
• Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
• Complete consistency of estimators for regression models based on extended negatively dependent errors (Q725667) (← links)
• Precise large deviations for dependent random variables with heavy tails (Q1017834) (← links)
• Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
• Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
• Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables (Q2067852) (← 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 behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims (Q2231611) (← links)
• Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923) (← links)
• A note on weighted infinite sums of dependent regularly varying tailed random variables (Q2398402) (← links)
• Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model (Q2422594) (← links)
• Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
• Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
• Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
• Asymptotics for the partial sum and its maximum of dependent random variables (Q2627903) (← links)
• Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims (Q2684912) (← links)
• Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
• On extremal behavior of aggregation of largest claims (Q2980148) (← links)
• The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables (Q3067835) (← links)
• Minimum of Dependent Random Variables with Convolution-Equivalent Distributions (Q3100647) (← links)
• A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* (Q6102193) (← links)