Second-order tail asymptotics of deflated risks (Q2513459): Difference between revisions

@@ Property / author @@
-Zuo Xiang Peng
@@ Property / author: Zuo Xiang Peng / rank @@
-Normal rank
@@ Property / author @@
+Zuo Xiang Peng
@@ Property / author: Zuo Xiang Peng / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2014.04.003
+Normal rank
@@ Property / OpenAlex ID @@
+W1977816187
@@ Property / OpenAlex ID: W1977816187 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
+Normal rank
@@ Property / cites work @@
+On Pearson-Kotz Dirichlet distributions
@@ Property / cites work: On Pearson-Kotz Dirichlet distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Bias-reduced estimators for bivariate tail modelling
+Normal rank
@@ Property / cites work @@
+Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5525727
@@ Property / cites work: Q5525727 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+Second-order regular variation and rates of convergence in extreme-value theory
+Normal rank
@@ Property / cites work @@
+Bias-reduced extreme quantile estimators of Weibull tail-distributions
+Normal rank
@@ Property / cites work @@
+A bootstrap-based method to achieve optimality in estimating the extreme-value index
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+On beta-product convolutions
@@ Property / cites work: On beta-product convolutions / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of random contractions
@@ Property / cites work: Asymptotics of random contractions / rank @@
+Normal rank
@@ Property / cites work @@
+Second order regular variation and conditional tail expectation of multiple risks
+Normal rank
@@ Property / cites work @@
+Location invariant Weiss-Hill estimator
@@ Property / cites work: Location invariant Weiss-Hill estimator / rank @@
+Normal rank
@@ Property / cites work @@
+Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
+Normal rank
@@ Property / cites work @@
+Second-order properties of risk concentrations without the condition of asymptotic smoothness
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
+Normal rank
@@ Property / cites work @@
+The subexponentiality of products revisited
@@ Property / cites work: The subexponentiality of products revisited / rank @@
+Normal rank
@@ Property / cites work @@
+From light tails to heavy tails through multiplier
+Normal rank
@@ Property / cites work @@
+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
+Normal rank
@@ Property / cites work @@
+On the Haezendonck-Goovaerts risk measure for extreme risks
+Normal rank
@@ Property / cites work @@
+Extremes and products of multivariate AC-product risks
+Normal rank
@@ Property / cites work @@
+Tail behavior of the product of two dependent random variables with applications to risk theory
+Normal rank
@@ Property / cites work @@
+Tail distortion risk and its asymptotic analysis
@@ Property / cites work: Tail distortion risk and its asymptotic analysis / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2513459