PROPERTIES OF SECOND-ORDER REGULAR VARIATION AND EXPANSIONS FOR RISK CONCENTRATION (Q4902488): Difference between revisions

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+Q5485944
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+Risk concentration and diversification: second-order properties
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+EVT-based estimation of risk capital and convergence of high quantiles
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+Heavy-Tail Phenomena
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+Asymptotic expansions of convolutions of regularly varying distributions
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+SECOND ORDER REGULAR VARIATION AND ITS APPLICATIONS TO RATES OF CONVERGENCE IN EXTREME-VALUE DISTRIBUTION
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+Second order regular variation and conditional tail expectation of multiple risks
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+Second-order regular variation, convolution and the central limit theorem
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+Q4343010
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