Pages that link to "Item:Q3157856"
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The following pages link to The Extremal Dependence Measure and Asymptotic Independence (Q3157856):
Displayed 8 items.
- Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
- On the Tail Behavior of Sums of Dependent Risks (Q3632840) (← links)
- EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS (Q4678849) (← links)
- The influence of dependence on data network models (Q5387078) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)