Pages that link to "Item:Q882738"
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The following pages link to Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails (Q882738):
Displaying 14 items.
- 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 widely orthant dependent random variables with different distributions (Q680876) (← links)
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails (Q692651) (← links)
- Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims (Q844862) (← links)
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
- Local precise large deviations for sums of random variables with \(O\)-regularly varying densities (Q990926) (← links)
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← links)
- Asymptotic behavior of product of two heavy-tailed dependent random variables (Q1940862) (← links)
- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) (← 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)
- Generalized moments of sums with heavy-tailed random summands (Q6054047) (← links)
- Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables (Q6580267) (← links)
