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

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+Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
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+On Pearson-Kotz Dirichlet distributions
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+Bias-reduced estimators for bivariate tail modelling
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+Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
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+Q4726487
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+Q5525727
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+Q5485944
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+Second-order regular variation and rates of convergence in extreme-value theory
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+Bias-reduced extreme quantile estimators of Weibull tail-distributions
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+A bootstrap-based method to achieve optimality in estimating the extreme-value index
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+Q4343010
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+On beta-product convolutions
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+Asymptotics of random contractions
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+Second order regular variation and conditional tail expectation of multiple risks
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+Location invariant Weiss-Hill estimator
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+Normal rank
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+Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
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+Second-order properties of risk concentrations without the condition of asymptotic smoothness
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+Q3771297
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+Heavy-Tail Phenomena
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+The subexponentiality of products revisited
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+From light tails to heavy tails through multiplier
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+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
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+On the Haezendonck-Goovaerts risk measure for extreme risks
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+Extremes and products of multivariate AC-product risks
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+Tail behavior of the product of two dependent random variables with applications to risk theory
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+Tail distortion risk and its asymptotic analysis
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