Pages that link to "Item:Q5930655"
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The following pages link to Large deviations for heavy-tailed random sums in compound renewal model (Q5930655):
Displaying 50 items.
- Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model (Q277256) (← links)
- Precise large deviations for compound random sums in the presence of dependence structures (Q356108) (← links)
- Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871) (← links)
- Large deviations for random sums of differences between two sequences of random variables with applications to risk theory (Q385821) (← links)
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model (Q392706) (← 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)
- The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims (Q459487) (← links)
- Precise large deviations for random sums of END random variables with dominated variation (Q469894) (← links)
- Tail probability of a random sum with a heavy-tailed random number and dependent summands (Q495183) (← links)
- Large deviations for sums of random vectors attracted to operator semi-stable laws (Q521959) (← links)
- Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest (Q610745) (← links)
- Tail behavior of random sums of negatively associated increments (Q624555) (← links)
- Finite-horizon ruin probability asymptotics in the compound discrete-time risk model (Q647156) (← links)
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
- The asymptotic behavior of the ruin probability within a random horizon (Q705091) (← links)
- Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails (Q882738) (← links)
- A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
- Large deviations for random sums of negatively dependent random variables with consistently varying tails (Q886324) (← links)
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
- Large deviations for the stochastic present value of aggregate claims in the renewal risk model (Q893915) (← links)
- Precise large deviation results for the total claim amount under subexponential claim sizes (Q935826) (← links)
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
- The ruin probability in the presence of extended regular variation and optimal investment (Q951756) (← links)
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (Q989824) (← links)
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model (Q1003329) (← links)
- Precise large deviations for dependent random variables with heavy tails (Q1017834) (← links)
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (Q1033579) (← links)
- A property of the renewal counting process with application to the finite-time ruin probability (Q1041393) (← links)
- Ruin probability of the renewal model with risky investment and large claims (Q1042994) (← links)
- Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. (Q1413376) (← links)
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← links)
- Large deviations for generalized compound Poisson risk models and its bankruptcy moments (Q1777552) (← links)
- Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model (Q1929911) (← links)
- Precise large deviations for long-tailed distributions (Q1930534) (← links)
- Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611) (← 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)
- Comment on the work of Zhang et al. ``Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process'' (Q2067938) (← links)
- Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (Q2128938) (← links)
- Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
- Precise large deviations for generalized dependent compound renewal risk model with consistent variation (Q2258910) (← links)
- The exponential moment tail of inhomogeneous renewal process (Q2343620) (← links)
- Precise large deviations for sums of random vectors with dependent components of consistently varying tails (Q2358377) (← links)
- Moderate deviations for random sums of heavy-tailed random variables (Q2385344) (← 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)
