Pages that link to "Item:Q2488443"

The following pages link to Characterizations and examples of hidden regular variation (Q2488443):

Displaying 50 items.

• Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
• A note on a dependent risk model with constant interest rate (Q434700) (← links)
• Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
• Transition kernels and the conditional extreme value model (Q488095) (← links)
• Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
• Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
• Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
• Detecting a conditional extreme value model (Q650748) (← links)
• Asymptotics of random contractions (Q661266) (← links)
• Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
• Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
• Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
• Tails of multivariate Archimedean copulas (Q1021851) (← links)
• Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
• The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
• Inference for asymptotically independent samples of extremes (Q1661337) (← links)
• Implicit extremes and implicit max-stable laws (Q1675704) (← links)
• Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
• Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143) (← links)
• Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
• Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
• Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
• Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
• Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
• Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
• A new representation for multivariate tail probabilities (Q2435257) (← links)
• Modeling multiple risks: hidden domain of attraction (Q2443882) (← links)
• Limit laws for random vectors with an extreme component (Q2455055) (← links)
• Copulas: Tales and facts (with discussion) (Q2463697) (← links)
• Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
• On pairwise quasi-asymptotically independent random variables and their applications (Q2637381) (← links)
• The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• On beta-product convolutions (Q2868597) (← links)
• Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models (Q2923428) (← links)
• Tail asymptotic of Weibull-type risks (Q2934849) (← links)
• On extremal behavior of aggregation of largest claims (Q2980148) (← links)
• Extreme residual dependence for random vectors and processes (Q2996577) (← links)
• An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
• Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
• Models with hidden regular variation: Generation and detection (Q3466710) (← links)
• Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws (Q3498587) (← links)
• A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
• Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (Q4915653) (← links)
• Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes (Q5028925) (← links)
• Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims (Q5029938) (← links)
• Uniform asymptotics for discounted aggregate claims in dependent multi-risk model (Q5078279) (← links)
• Tail asymptotic of discounted aggregate claims with compound dependence under risky investment (Q5078281) (← links)
• Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate (Q5079456) (← links)
• Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (Q5086619) (← links)