Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282): Difference between revisions

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+Tail asymptotics for the sum of two heavy-tailed dependent risks
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+Higher-order expansions for compound distributions and ruin probabilities with subexponential claims
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+Improved algorithms for rare event simulation with heavy tails
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+Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications
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+Dependence measures for extreme value analyses
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+Second order tail behaviour of a subordinated probability distribution
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+Second-order regular variation, convolution and the central limit theorem
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+Second order behaviour of the tail of a subordinated probability distribution
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+Hidden regular variation, second order regular variation and asymptotic independence
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