Asymptotics of random contractions (Q661266): Difference between revisions

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Revision as of 22:18, 19 March 2024

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Asymptotics of random contractions
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    Asymptotics of random contractions (English)
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    10 February 2012
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    random contractions
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    random scaling
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    conditional tail expectation
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    elliptical distributions
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    spherical distributions
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    subexponential distributions
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    Max-domain of attraction
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    risk aggregation
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    ruin probability
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