Pages that link to "Item:Q497486"
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The following pages link to Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486):
Displaying 9 items.
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- Complete moment convergence of double-indexed randomly weighted sums of mixing sequences (Q347452) (← links)
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- 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)
- Asymptotic analysis of portfolio diversification (Q2172054) (← links)
- A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← 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)
