Pages that link to "Item:Q2897148"
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The following pages link to Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148):
Displayed 23 items.
- Ruin probabilities under Sarmanov dependence structure (Q310666) (← links)
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- High level quantile approximations of sums of risks (Q906345) (← 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)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)
- Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity (Q2158811) (← links)
- Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
- Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time (Q2453866) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
- Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
- Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
- Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
- Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims (Q6044209) (← links)
- Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)