High level quantile approximations of sums of risks (Q906345): Difference between revisions

@@ Property / author @@
-Esterina Masiello
@@ Property / author: Esterina Masiello / rank @@
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@@ Property / author @@
-Véronique Maume-Deschamps
@@ Property / author: Véronique Maume-Deschamps / rank @@
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@@ Property / author @@
+Esterina Masiello
@@ Property / author: Esterina Masiello / rank @@
+Normal rank
@@ Property / author @@
+Véronique Maume-Deschamps
@@ Property / author: Véronique Maume-Deschamps / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1515/demo-2015-0010
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@@ Property / OpenAlex ID @@
+W2277923374
@@ Property / OpenAlex ID: W2277923374 / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit ruin formulas for models with dependence among risks
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@@ Property / cites work @@
+Diversification of aggregate dependent risks
@@ Property / cites work: Diversification of aggregate dependent risks / rank @@
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@@ Property / cites work @@
+Analysis of the Expected Shortfall of Aggregate Dependent Risks
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@@ Property / cites work @@
+Diversification for general copula dependence
@@ Property / cites work: Diversification for general copula dependence / rank @@
+Normal rank
@@ Property / cites work @@
+The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables
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@@ Property / cites work @@
+On the Tail Behavior of Sums of Dependent Risks
@@ Property / cites work: On the Tail Behavior of Sums of Dependent Risks / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions of convolutions of regularly varying distributions
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@@ Property / cites work @@
+Q3992980
@@ Property / cites work: Q3992980 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks
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@@ Property / cites work @@
+Compound gamma, Beta and F distributions
@@ Property / cites work: Compound gamma, Beta and F distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness
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@@ Property / cites work @@
+Risk Measures and Multivariate Extensions of Breiman's Theorem
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@@ Property / cites work @@
+Asymptotic tail probabilities of sums of dependent subexponential random variables
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@@ Property / cites work @@
+Asymptotic results for the sum of dependent non-identically distributed random variables
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@@ Property / cites work @@
+Impact of dependence on some multivariate risk indicators
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@@ Property / cites work @@
+New efficient estimators in rare event simulation with heavy tails
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@@ Property / cites work @@
+Bivariate Survival Models Induced by Frailties
@@ Property / cites work: Bivariate Survival Models Induced by Frailties / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
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@@ Property / cites work @@
+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
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@@ Property / cites work @@
+Q5446155
@@ Property / cites work: Q5446155 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:906345