Pages that link to "Item:Q2713154"

The following pages link to Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series (Q2713154):

Displaying 12 items.

• Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
• Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094) (← links)
• Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
• An asymptotic expansion for the tail of compound sums of Burr distributed random variables (Q962019) (← links)
• Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
• Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
• Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
• Financial risk measures for a network of individual agents holding portfolios of light-tailed objects (Q2274222) (← links)
• Adaptive credit scoring with kernel learning methods (Q2643984) (← links)
• Higher-order expansions for compound distributions and ruin probabilities with subexponential claims (Q3077754) (← links)
• Asymptotic expansions of convolutions of regularly varying distributions (Q5694829) (← links)
• Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)