Pages that link to "Item:Q5715919"

The following pages link to Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift (Q5715919):

Displaying 18 items.

• Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail (Q340814) (← links)
• Randomly stopped maximum and maximum of sums with consistently varying distributions (Q522551) (← links)
• Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
• Finite-horizon ruin probability asymptotics in the compound discrete-time risk model (Q647156) (← links)
• Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
• The asymptotic behavior of the ruin probability within a random horizon (Q705091) (← links)
• A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
• Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
• On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
• Precise large deviations for dependent random variables with heavy tails (Q1017834) (← links)
• A property of the renewal counting process with application to the finite-time ruin probability (Q1041393) (← links)
• Maxima of sums and random sums for negatively associated random variables with heavy tails (Q1771428) (← links)
• The finite-time ruin probability for an inhomogeneous renewal risk model (Q2358483) (← links)
• On the random max-closure for heavy-tailed random variables (Q2401238) (← links)
• Asymptotic behaviour of the finite-time ruin probability in renewal risk models (Q3077472) (← links)
• UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE HORIZONS WITH SUBEXPONENTIAL TAILS (Q4460799) (← links)
• On the non-closure under convolution for strong subexponential distributions (Q5060723) (← links)
• Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)