Pages that link to "Item:Q5694829"
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The following pages link to Asymptotic expansions of convolutions of regularly varying distributions (Q5694829):
Displaying 18 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)
- Risk concentration and diversification: second-order properties (Q659264) (← links)
- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
- High level quantile approximations of sums of risks (Q906345) (← links)
- An asymptotic expansion for the tail of compound sums of Burr distributed random variables (Q962019) (← links)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
- Second-order properties of risk concentrations without the condition of asymptotic smoothness (Q2443885) (← links)
- Second-order expansions of the risk concentration based on CTE (Q2445358) (← links)
- Tail calculus with remainder, applications to tail expansions for infinite order moving averages, randomly stopped sums, and related topics (Q2488464) (← links)
- The Rate of Convergence of some Asymptotic Expansions for Distribution Approximations via an Esseen Type Estimate (Q2815360) (← links)
- Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
- Higher-order expansions for compound distributions and ruin probabilities with subexponential claims (Q3077754) (← links)
- PROPERTIES OF SECOND-ORDER REGULAR VARIATION AND EXPANSIONS FOR RISK CONCENTRATION (Q4902488) (← links)
- Operational risk quantified with spectral risk measures: a refined closed-form approximation (Q5234353) (← links)
- Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution (Q5440641) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)
