Multivariate subexponential distributions and their applications (Q291400): Difference between revisions

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+E05
@@ Property / Mathematics Subject Classification ID: 60E05 / rank @@
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+B30
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+G70
@@ Property / Mathematics Subject Classification ID: 60G70 / rank @@
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+6589919
@@ Property / zbMATH DE Number: 6589919 / rank @@
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@@ Property / zbMATH Keywords @@
+heavy tails
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@@ Property / zbMATH Keywords @@
+subexponential distribution
@@ Property / zbMATH Keywords: subexponential distribution / rank @@
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@@ Property / zbMATH Keywords @@
+regular variation
@@ Property / zbMATH Keywords: regular variation / rank @@
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@@ Property / zbMATH Keywords @@
+multivariate
@@ Property / zbMATH Keywords: multivariate / rank @@
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@@ Property / zbMATH Keywords @@
+insurance portfolio
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+ruin probability
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+.05353
@@ Property / arXiv ID: 1509.05353 / rank @@
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+Q4379506
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@@ Property / cites work @@
+Hazard rates and subexponential distributions
@@ Property / cites work: Hazard rates and subexponential distributions / rank @@
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@@ Property / cites work @@
+Multivariate subexponential distributions
@@ Property / cites work: Multivariate subexponential distributions / rank @@
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@@ Property / cites work @@
+Subexponentiality of the product of independent random variables
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@@ Property / cites work @@
+Q3860550
@@ Property / cites work: Q3860550 / rank @@
+Normal rank
@@ Property / cites work @@
+Subexponentiality and infinite divisibility
@@ Property / cites work: Subexponentiality and infinite divisibility / rank @@
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@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete and continuous time modulated random walks with heavy-tailed increments
+Normal rank
@@ Property / cites work @@
+Subexponential distributions and dominated-variation tails
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@@ Property / cites work @@
+On regular variation for infinitely divisible random vectors and additive processes
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@@ Property / cites work @@
+On the non-closure under convolution of the subexponential family
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@@ Property / cites work @@
+Subexponential distribution functions in \(R^{d}\)
+Normal rank
@@ Property / cites work @@
+Multivariate subexponential distributions and random sums of random vectors
+Normal rank
@@ Property / cites work @@
+The difference between the product and the convolution product of distribution functions in Rn
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@@ Property / cites work @@
+Q3860551
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@@ Property / cites work @@
+Q3771297
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+Heavy-Tail Phenomena
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@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
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@@ Property / cites work @@
+A note on Veraverbeke's theorem
@@ Property / cites work: A note on Veraverbeke's theorem / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:291400