## Found 47 Documents (Results 1–47)

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### Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times.(English)Zbl 1480.91075

MSC:  91B05 60F10
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### Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process.(English)Zbl 1476.91134

MSC:  91G05 60G51 60K10
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### Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims.(English)Zbl 07528726

MSC:  60F10 62P05 91B30 62-XX
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### Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force.(English)Zbl 1499.91021

MSC:  91B05 60F10
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### Precise large deviations for sums of WUOD and $$\phi$$-mixing random variables with dominated variation.(English)Zbl 07405727

MSC:  62-XX 60F10 62E20
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### Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims.(English)Zbl 1412.91059

MSC:  91B30 60G51 60K05
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### Extensions of regularity for a Lévy process.(English. Russian original)Zbl 1405.60061

Theory Probab. Appl. 62, No. 4, 575-603 (2018); translation from Teor. Veroyatn. Primen. 62, No. 4, 719-752 (2017).
MSC:  60G51 60G17
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### On the joint tail behavior of randomly weighted sums of heavy-tailed random variables.(English)Zbl 1499.62082

MSC:  62E20 60E05
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### Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure.(English)Zbl 1386.60166

MSC:  60G50 60G70 60E05
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### Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations.(English)Zbl 1364.91072

MSC:  91B30 62E10 62P05
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### Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks.(English)Zbl 1401.91204

MSC:  91B30 60F05 62P05 62E10 41A60
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### Asymptotics for randomly weighted and stopped dependent sums.(English)Zbl 1338.62065

MSC:  62E20 62P05
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### Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return.(English)Zbl 1314.91148

MSC:  91B30 60G51 60K05
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### Uniform asymptotics for the tail probability of weighted sums with heavy tails.(English)Zbl 1381.62045

MSC:  62E20 62G32 62P05
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### Randomly weighted sums of dependent random variables with dominated variation.(English)Zbl 1415.60055

MSC:  60G70 62E20 91B30
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### On pairwise quasi-asymptotically independent random variables and their applications.(English)Zbl 1279.62212

MSC:  62P05 62G20
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### Precise large deviations for dependent random variables with applications to the compound renewal risk model.(English)Zbl 1276.60030

MSC:  60F10 62E20 90B30
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### Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails.(English)Zbl 1286.60089

MSC:  60K10 60G50 60F10 91B30 62P05 62E20
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### Precise large deviations for compound random sums in the presence of dependence structures.(English)Zbl 1268.60036

MSC:  60F10 60K05
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MSC:  60F10

### Tail behaviors of semi-stable distributions.(English)Zbl 1250.62026

MSC:  62G32 60E07
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### Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation.(English)Zbl 1209.62117

Acta Math. Appl. Sin., Engl. Ser. 27, No. 2, 277-280 (2011); erratum ibid. 27, No. 3, 560 (2011).
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MSC:  60K05
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### Limsup behaviors of multi-dimensional selfsimilar processes with independent increments.(English)Zbl 1276.60044

MSC:  60G18 60G51 60E07
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MSC:  60E07
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### Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications.(English)Zbl 1180.91170

MSC:  91B30 62P05 62E20
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### Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails.(English)Zbl 1217.60022

MSC:  60F10 60G50

### Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.(English)Zbl 1075.91563

MSC:  91B30 60K99
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### Randomly weighted sums of subexponential random variables with application to ruin theory.(English)Zbl 1049.62017

MSC:  62E20 91B30 60G50
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### On the asymptotics of the density of an infinitely divisible distribution at infinity.(English. Russian original)Zbl 1033.60010

Theory Probab. Appl. 47, No. 1, 114-122 (2002); translation from Teor. Veroyatn. Primen. 47, No. 1, 80-89 (2002).
MSC:  60E07
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### Second-order tail behavior of the busy period distribution of certain GI/G/1 queues.(English)Zbl 1018.60090

Lith. Math. J. 42, No. 3, 243-254 (2002) and Liet. Mat. Rink. 42, No. 3, 308-322 (2002).
MSC:  60K25 90B22
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### Matrix semigroups and differential equations: Ergodism and asymptotic behaviour of solutions with or without impulses, a survey.(English)Zbl 0893.34050

Reviewer: Henri Schurz
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### A local limit theorem on one-sided large deviations for dominated-variation distributions.(English. Russian original)Zbl 0894.60025

Lith. Math. J. 36, No. 1, 1-7 (1996); translation from Liet. Mat. Rink. 36, No. 1, 1-9 (1996).
MSC:  60F10
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### Subexponentielle Verteilungen und Charakterisierungen verwandter Klassen. (Subexponential distributions and characterizations of related classes).(German)Zbl 0631.62016

Universität Mannheim. 112 S. (1987).
Reviewer: J.L.Teugels
MSC:  62E10 60E05

### Convergence in u-second variation and $$RS_ u$$ integrals.(English)Zbl 0623.26008

MSC:  26A42 26A45

### Some properties of stochastic compactness.(English)Zbl 0468.60028

MSC:  60F05 60E07 60G50

### Integration of vector valued functions with respect to vector valued measures.(English)Zbl 0463.46038

MSC:  46G10 28B05

MSC:  60K05
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### Relative stability, characteristic functions and stochastic compactness.(English)Zbl 0396.60020

MSC:  60E07 60E10

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