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Complete Left Tail Asymptotic for the Density of Branching Processes in the Schröder Case
For the density of Galton-Watson processes in the Schröder case, we derive a complete left tail asymptotic series consisting of power terms...
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Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance
This paper studies the joint tail behavior of two randomly weighted sums ∑
i =1 m Θ i X i and ∑j =1 n θ j Y j for some m, n ∈ ℕ ∪{∞}, in which the primary... -
Tail variational principle and asymptotic h-expansiveness for amenable group actions
In this paper we prove the tail variational principle for actions of countable amenable groups. This allows us to extend some characterizations of...
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Asymptotic stability of evolution systems of probability measures of stochastic discrete modified Swift–Hohenberg equations
This paper is concerned with the asymptotic stability of evolution systems of probability measures for non-autonomous stochastic discrete modified...
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On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims
In this paper, we consider a bidimensional renewal risk model with dependent main claims and delayed claims. Concretely, suppose that an insurance...
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Asymptotics of the loss-based tail risk measures in the presence of extreme risks
Evaluating the risk exposure of a financial/insurance company when some extreme scenario occurs is one of the fundamental aspects of risk management....
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Strong stochastic flocking with noise under long-range fat tail communication
Consider the reality that flocking behavior is affected by random noise. We study the Cucker–Smale-type systems with multiplicative noise where the...
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A New Regularly Varying Discrete Distribution Generated by Waring-Type Probability
AbstractIn this paper, based on the discretization method, we construct a new 2-parameter regularly varying discrete distribution generated by...
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ON THE DISCRETE DISTRIBUTION GENERATED BY LEVY PROBABILITY
In this paper, we consider one-parameter regularly varying discrete distribution generated by Levy probability (RDLP). Some useful plots of the...
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Probability
The study of probability arose out of the desire to understand (and perhaps gain an upper hand in) games of chance and gambling. Today, probability...
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Asymptotic Behavior of Non-autonomous Random Ginzburg–Landau Equations with Colored Noise on Unbounded Thin Domains
This paper is mainly concerned with non-autonomous random complex Ginzburg–Landau equations with nonlinear multiplicative colored noise on unbounded...
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Closure Properties Under Tail-Equivalence, Convolution, Finite Mixing, Maximum, and Minimum
We start this chapter with a motivating discussion on the use of convolution closure when evaluating the ruin probability in the classical risk...
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Regression estimators for the tail index
We propose a class of weighted least squares estimators for the tail index of a distribution function with a regularly varying tail. Our approach is...
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Probability Theory
In probability theory, events are subsets of an underlying set...
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Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables
Following [C. Yu, Y. Wang, and D. Cheng, Tail behavior of the sums of dependent and heavy-tailed random variables, J. Korean Stat. Soc. , 44(1):12–27,...
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