Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094): Difference between revisions

From MaRDI portal
Added link to MaRDI 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 / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10687-014-0181-1 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2018546107 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics for sums of random variables with local subexponential behaviour / 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 of convolutions of regularly varying distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions / 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: Hazard rates and subexponential distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4726487 / 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: Convolutions of Long-Tailed and Subexponential Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3985069 / 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: Second order subexponential distributions with finite mean and their applications to subordinated distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maxima of Sums of Heavy-Tailed Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4834565 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of the maxima of partial sums / rank
 
Normal rank

Revision as of 13:08, 9 July 2024

scientific article
Language Label Description Also known as
English
Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory
scientific article

    Statements

    Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (English)
    0 references
    0 references
    0 references
    23 January 2015
    0 references
    second order asymptotics
    0 references
    partial sums
    0 references
    tail probabilities
    0 references
    subexponentiality
    0 references
    ruin probability
    0 references

    Identifiers