Pages that link to "Item:Q3395767"
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The following pages link to Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks (Q3395767):
Displaying 11 items.
- Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- A generalization of the power law distribution with nonlinear exponent (Q2004802) (← links)
- Efficient expressions for moments of dependent random sums using copulas (Q2423499) (← links)
- ECOMOR and LCR reinsurance with gamma-like claims (Q2446002) (← links)
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126) (← links)
- Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims (Q2518549) (← links)
- Extremes for a general contagion risk measure (Q2677934) (← links)
- On sufficient conditions for the comparison in the excess wealth order and spacings (Q2804410) (← links)
- On extremal behavior of aggregation of largest claims (Q2980148) (← links)
- Asymptotics for large claims reinsurance in a time-dependent renewal risk model (Q4576778) (← links)
