Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution (Q5177620): Difference between revisions

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+Efficient simulation of tail probabilities of sums of correlated lognormals
+Normal rank
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+Asymptotic Tail Properties of Student's<i>t</i>-Distribution
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+On multivariate Gaussian tails
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+Normal rank
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+Q4315010
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+Normal rank
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+Efficient simulation of tail probabilities for sums of log-elliptical risks
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+Large deviations of heavy-tailed sums with applications in insurance
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+Convergence Rate of Extremes for the General Error Distribution
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+Tail Behavior of the General Error Distribution
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+Normal rank
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+Rates of convergence of extremes for mixed exponential distributions
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+The class of subexponential distributions
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+Normal rank
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+Gamma shape mixtures for heavy-tailed distributions
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