On beta-product convolutions

DOI10.1080/03461238.2011.555939zbMath1341.62055arXiv1001.4684OpenAlexW2094670882MaRDI QIDQ2868597

Enkelejd Hashorva

Publication date: 17 December 2013

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.4684

zbMATH Keywords

random scalingelliptical distributionlower tail asymptoticspolar distributionsasymptotics of sample minimabeta-product convolutionWeyl fractional-order integral operator

Mathematics Subject Classification ID

Related Items (6)

Minima and maxima of elliptical arrays and spherical processes ⋮ Tail asymptotic of Weibull-type risks ⋮ Extremes and products of multivariate AC-product risks ⋮ On extremal behavior of aggregation of largest claims ⋮ Second-order tail asymptotics of deflated risks ⋮ On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment

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