Pages that link to "Item:Q907381"
From MaRDI portal
The following pages link to Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381):
Displaying 50 items.
- Complete moment convergence for product sums of sequence of extended negatively dependent random variables (Q264926) (← links)
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
- Ruin probabilities under Sarmanov dependence structure (Q310666) (← links)
- Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
- Random difference equations with subexponential innovations (Q525896) (← links)
- Complete and complete moment convergence for weighted sums of widely orthant dependent random variables (Q741233) (← links)
- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
- Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569) (← links)
- Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
- On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
- Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
- Asymptotics for heavy-tailed renewal-reward processes and applications to risk processes and heavy traffic networks (Q2032337) (← links)
- Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations (Q2111576) (← links)
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
- Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
- Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
- Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors (Q2246476) (← links)
- Asymptotics for the sum of three state Markov dependent random variables (Q2326533) (← links)
- The consistency of the nearest neighbor estimator of the density function based on WOD samples (Q2345497) (← links)
- Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
- Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
- Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
- Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)
- Second-order tail asymptotics of deflated risks (Q2513459) (← links)
- The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) (← links)
- The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
- Subexponentiality of the product of dependent random variables (Q2637372) (← links)
- Basis risk management and randomly scaled uncertainty (Q2682982) (← links)
- Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
- Convergence for weighted sums of widely orthant dependent random variables (Q2816428) (← links)
- Tail asymptotic of Weibull-type risks (Q2934849) (← links)
- On extremal behavior of aggregation of largest claims (Q2980148) (← links)
- The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks (Q4563467) (← links)
- ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734) (← links)
- Asymptotics for a discrete-time risk model with Gamma-like insurance risks (Q4575366) (← links)
- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
- Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model (Q4916402) (← links)
- On <i>s</i>-convex bounds for Beta-unimodal distributions with applications to basis risk assessment (Q4959362) (← links)
- Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932) (← links)
- Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
- The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (Q5154066) (← links)
- A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
