Pages that link to "Item:Q488094"
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The following pages link to Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094):
Displaying 6 items.
- Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
- Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
- Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples (Q2322666) (← links)
- Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
- Operational risk quantified with spectral risk measures: a refined closed-form approximation (Q5234353) (← links)
