Pages that link to "Item:Q4371856"
From MaRDI portal
The following pages link to Heavy-tailed modelling in insurance (Q4371856):
Displaying 7 items.
- Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (Q535460) (← links)
- Markovian risk process (Q940360) (← links)
- Extreme-value analysis of teletraffic data (Q956818) (← links)
- On tail index estimation based on multivariate data (Q2811273) (← links)
- Robustness of power-law behavior in cascading line failure models (Q4639228) (← links)
- Subexponential potential asymptotics with applications (Q5055328) (← links)
- Premium Calculation for Fat-tailed Risk (Q5490584) (← links)
