Pages that link to "Item:Q2480825"
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The following pages link to Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825):
Displaying 5 items.
- Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094) (← links)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
- From light tails to heavy tails through multiplier (Q2271715) (← links)
- Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
- Higher-order expansions for compound distributions and ruin probabilities with subexponential claims (Q3077754) (← links)
