Tail asymptotics of random sum and maximum of log-normal risks (Q2452890): Difference between revisions

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+Efficient simulation of tail probabilities of sums of correlated lognormals
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+Asymptotics of sums of lognormal random variables with Gaussian copula
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+Q4023200
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+Q4726487
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+Archimedean copulas in finite and infinite dimensions -- with application to ruin problems
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+Q4343010
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+Tail approximation for reinsurance portfolios of Gaussian-like risks
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+On Sums of Conditionally Independent Subexponential Random Variables
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+Exact tail asymptotics of aggregated parametrised risk
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+Max-sum equivalence of conditionally dependent random variables
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+Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks
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+Efficient simulation of tail probabilities for sums of log-elliptical risks
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+Second order asymptotics of aggregated log-elliptical risk
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+Non-life insurance mathematics. An introduction with the Poisson process
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+Q4864754
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