Pages that link to "Item:Q4576800"
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The following pages link to Tail approximation for reinsurance portfolios of Gaussian-like risks (Q4576800):
Displaying 7 items.
- Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects (Q2274222) (← links)
- Extremes of order statistics of stationary processes (Q2351812) (← links)
- Tail asymptotics of random sum and maximum of log-normal risks (Q2452890) (← links)
- Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979) (← links)
- Aggregation of log-linear risks (Q5245625) (← links)
