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Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities

✍ Scribed by Tao Jiang

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📜 SIMILAR VOLUMES

Estimates for interval probabilities of

✍ Shneer, V. V. (author) 📂 Article 📅 2006 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 170 KB

Estimates for interval probabilities of

✍ Shneer, V. V. (author) 📂 Article 📅 2006 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 170 KB

Convergence of series of probabilities o

✍ M. U. Gafurov; M. K. Kholmuradov 📂 Article 📅 1987 🏛 Springer US 🌐 English ⚖ 453 KB

Local limit theorems for the probability

✍ A. Aleškevičienė 📂 Article 📅 1978 🏛 Springer 🌐 English ⚖ 920 KB 👁 1 views

A property of the renewal counting proce

✍ J. Kočetova; R. Leipus; J. Šiaulys 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 121 KB

Exact asymptotics for large deviation pr

✍ V. Piterbarg; V. Taran 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 303 KB