Pages that link to "Item:Q2507940"
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The following pages link to Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940):
Displaying 14 items.
- Randomly weighted sums of dependent subexponential random variables (Q392984) (← links)
- Fat tails, VaR and subadditivity (Q528149) (← links)
- Tail behavior of sums and maxima of sums of dependent subexponential random variables (Q538392) (← links)
- A note on max-sum equivalence (Q613149) (← links)
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
- Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
- Global loss diversification in the insurance sector (Q1023104) (← links)
- Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
- Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825) (← links)
- (Q3183809) (← links)
- Tail behavior of negatively associated heavy-tailed sums (Q3410935) (← links)
- Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (Q3458129) (← links)
- On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
- ONE-YEAR PREMIUM RISK AND EMERGENCE PATTERN OF ULTIMATE LOSS BASED ON CONDITIONAL DISTRIBUTION (Q5119566) (← links)
