On beta-product convolutions (Q2868597): Difference between revisions

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+Asymptotic results for the sum of dependent non-identically distributed random variables
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+Asymptotics of sums of lognormal random variables with Gaussian copula
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+Sojourns and extremes of Fourier sums and series with random coefficients
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+Lower tail dependence for Archimedean copulas: characterizations and pitfalls
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+Convergence of Archimedean copulas
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+Tails of multivariate Archimedean copulas
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+Data network models of burstiness
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+The influence of dependence on data network models
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+Risk concentration and diversification: second-order properties
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+Some results on the CTE-based capital allocation rule
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+Q5479597
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
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+Tail asymptotics under beta random scaling
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+Asymptotics of random contractions
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+Regularly varying functions
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+Extremes of independent Gaussian processes
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+Tails of correlation mixtures of elliptical copulas
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+Characterizations and examples of hidden regular variation
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+Generalised regular variation of arbitrary order
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+DISTRIBUTIONAL CHARACTERIZATIONS THROUGH SCALING RELATIONS
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+Q3771297
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+Heavy-Tail Phenomena
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+The subexponentiality of products revisited
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+From light tails to heavy tails through multiplier
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
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+Bounds and approximations for sums of dependent log-elliptical random variables
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