An asymptotic expansion for the tail of compound sums of Burr distributed random variables (Q962019): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1992936161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-precision Laplace transform inversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5558293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Higher-order expansions for compound distributions and ruin probabilities with subexponential claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: On ruin probability and aggregate claim representations for Pareto claim size distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Probability and Queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: The rate of convergence for subexponential distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions of convolutions of regularly varying distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Sums of Independently Distributed Pareto Variates / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Probabilities of Large Deviations for Random Walks. I. Regularly Varying Distribution Tails / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimates for the probability of ruin with special emphasis on the possibility of large claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Complex Rolle's Theorem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second order tail behaviour of a subordinated probability distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tails of subordinated laws: The regularly varying case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: On subordinated distributions and generalized renewal measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Loss Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4059363 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230625 / rank
 
Normal rank

Latest revision as of 16:18, 2 July 2024

scientific article
Language Label Description Also known as
English
An asymptotic expansion for the tail of compound sums of Burr distributed random variables
scientific article

    Statements

    An asymptotic expansion for the tail of compound sums of Burr distributed random variables (English)
    0 references
    0 references
    0 references
    1 April 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references