位置：成果数据库 > 期刊 > 期刊详情页
Max-sum equivalence of conditionally dependent random variables
  • ISSN号：0167-7152
  • 期刊名称：Statistics & Probability Letters
  • 时间：2014.1.1
  • 页码：60-66
  • 相关项目：两类随机过程的局部渐近理论及在保险中的应用
作者： Tao Jiang|Qingwu Gao|Yuebao Wang|
同期刊论文项目
两类随机过程的局部渐近理论及在保险中的应用
期刊论文 39
同项目期刊论文
Asymptotics for ruin probability of some negatively dependent risk models with a constant interest r
Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival tim
On the exponential inequality for acceptable random variables
Randomly weighted sums with dominated varying-tailed increments and application to risk theory
Extremes values of discrete and continuous time strongly dependent gaussian processes
New examples of heavy-tailed O-subexponential distributions and related closure properties
Uniform asymptotics of the finite-time ruin probability for all times
A note on a dependent risk model with constant interest rate
Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random vari
Ruin probability with pairwise quasi-asymtotically independent and dominatedly varying-tailed claims
Tail behavior of random sums of negatively associated increments
Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences
Basic renewal theorems for random walks with widely dependent increments
Uniform estimaes for ruin probabilities in the renewal risk model with upper-tail independent claims
Exact asymptotics and limit theorems for supremum of stationary-processes over a random interval
An almost sure limit theorem for the maxima of smooth stationary Gaussian processes
Asymptotics of maxima of strongly dependent Gaussian processes
On asymptotic equivalence among the solutions of some defective renewal equations
Lower limits and upper limits for tails of random sums supported on R
A note on the properties of the reproductive dispersion model
Some discussions on the local distribution classes
Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant I
Estimates for the finite-time ruin probability with insurance and financial risks
Some properties of the exponential distribution class with applications to risk theory
Some asymptotic results on extremes of incomplete samples
Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
Asymptotic results for ruin probability of a two-dimensional renewal risk model
Random walks with non-convolution equivalent increments and their applications
Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with ap
The limit theorems on extremes for Gaussian random fields
Large Deviations of Shepp statistics for fractional Brownian motion
On Piterbarg max-discretisation theorem for multivariate stationary Gaussian processes
带常利率相依风险模型的有限时破产概率
关于Hüsler-Reiss分布的一点注记
一类非平稳高斯序列超过数点过程与和的渐近性