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- insurance and financial risks in a stochastic environment 2019-05-10 Paper Sharp asymptotics for large portfolio losses under extreme risks 2019-03-12 Paper Estimating...10 bytes (17 words) - 22:50, 10 December 2023
- the classical risk model with discrete claim size distribution 2000-03-30 Paper On \(s\)-convex stochastic extrema for arithmetic risks 2000-03-30 Paper...10 bytes (16 words) - 14:00, 7 December 2023
- Allocation of Risks 2009-02-26 Paper Comparison results for path-dependent options 2008-11-21 Paper Allocation of risks and equilibrium in markets with finitely...10 bytes (17 words) - 23:18, 8 December 2023
- truncated data with covariates: an asymptotic analysis 2020-12-07 Paper Expanded renal transplantation: a competing risk model approach 2020-11-04 Paper Nonparametric...10 bytes (21 words) - 19:49, 9 December 2023
- in asymptotic statistics 2009-12-04 Paper Asymptotics of the sample coefficient of variation and the sample dispersion 2009-11-30 Paper Asymptotic results...10 bytes (16 words) - 14:52, 10 December 2023
- comonotonic risks 2019-11-06 Paper CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION 2019-05-29 Paper Asymptotic Analysis...10 bytes (17 words) - 13:55, 8 December 2023
- 2018-03-15 Paper ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS 2017-09-19 Paper Asymptotic distributions of principal components...10 bytes (18 words) - 17:11, 8 December 2023
- Tail-Coefficient 2005-01-14 Paper Asymptotic normality of the ET method -- application to the ET test 2004-03-25 Paper On the asymptotic normality of the \(L_1\)-error...10 bytes (16 words) - 04:36, 9 December 2023
- Paper Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks 2018-07-11 Paper Distributions with...10 bytes (18 words) - 12:12, 11 December 2023
- problems in queueing and insurance risk 2008-01-07 Paper Tail asymptotics for the sum of two heavy-tailed dependent risks 2007-12-16 Paper Stochastic simulation:...10 bytes (17 words) - 15:13, 7 December 2023
- 2018-12-07 Paper Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks 2018-05-31 Paper...10 bytes (17 words) - 15:32, 11 December 2023
- Gaussian approximation of perturbed chi-square risks 2015-12-09 Paper Parisian ruin of self-similar Gaussian risk processes 2015-10-30 Paper Extremes of vector-valued...10 bytes (16 words) - 14:52, 10 December 2023
- life lengths, with applications to the theory of competing risks 1981-01-01 Paper Distributional results for random functionals of a Dirichlet process 1981-01-01...10 bytes (19 words) - 12:44, 28 January 2024
- models with dependence among risks 2011-08-01 Paper https://portal.mardi4nfdi.de/entity/Q3008262 2011-06-15 Paper Asymptotic behavior of the finite-time...10 bytes (16 words) - 01:15, 11 December 2023
- SUMS WITH DEPENDENT COMPONENTS 2022-11-18 Paper Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary...10 bytes (17 words) - 02:56, 10 December 2023
- the classical risk model 2014-04-14 Paper On the analysis of a general class of dependent risk processes 2014-04-10 Paper SOME DISTRIBUTIONAL PROPERTIES OF...10 bytes (18 words) - 23:53, 8 December 2023
- 2024-02-12 Paper Model Risk Management 2023-10-30 Paper Corrigendum and addendum to: ``Range value-at-risk bounds for unimodal distributions under partial information...10 bytes (17 words) - 16:32, 27 February 2024
- Probability of Ruin in the Compound Poisson Risk Process 2010-06-21 Paper Asymptotic approximations to the distribution of Kendall's sample τ 2009-10-27 Paper...10 bytes (16 words) - 01:13, 10 December 2023
- order sensitivity analysis and asymptotic theory of parametrized nonlinear programs 1985-01-01 Paper Asymptotic distribution of test statistics in the analysis...10 bytes (17 words) - 06:58, 9 December 2023
- 1995-04-04 Paper The asymptotic contour process of a binary tree is a Brownian excursion 1993-01-16 Paper The asymptotic distribution of leaf heights in...10 bytes (19 words) - 16:08, 6 December 2023
