Pages that link to "Item:Q906633"
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The following pages link to Exact tail asymptotics in bivariate scale mixture models (Q906633):
Displaying 30 items.
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
- Modeling of censored bivariate extremal events (Q397218) (← links)
- Extremes of aggregated Dirichlet risks (Q476250) (← links)
- On conditional extreme values of random vectors with polar representation (Q488091) (← links)
- Asymptotic expansion of Gaussian chaos via probabilistic approach (Q497481) (← links)
- A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values (Q508708) (← links)
- Conditional limit results for type I polar distributions (Q626293) (← links)
- Conditional limiting distribution of beta-independent random vectors (Q935338) (← links)
- Tail asymptotic results for elliptical distributions (Q938049) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- Asymptotics for Kotz type III elliptical distributions (Q1012224) (← links)
- Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
- Tail dependence functions of the bivariate Hüsler-Reiss model (Q2244550) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- On \(p\)-generalized elliptical random processes (Q2325264) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- On the use of bivariate Mellin transform in bivariate random scaling and some applications (Q2445487) (← links)
- ECOMOR and LCR reinsurance with gamma-like claims (Q2446002) (← links)
- Second order asymptotics of aggregated log-elliptical risk (Q2513664) (← links)
- Limit Laws for Maxima of Contracted Stationary Gaussian Sequences (Q2797843) (← links)
- Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions (Q2804419) (← links)
- Tail asymptotic of Weibull-type risks (Q2934849) (← links)
- Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880) (← links)
- (Q3592713) (redirect page) (← links)
- Tail approximation for reinsurance portfolios of Gaussian-like risks (Q4576800) (← links)
- Aggregation of log-linear risks (Q5245625) (← links)
- Maxima of skew elliptical triangular arrays (Q5739183) (← links)
- Total positivity in multivariate extremes (Q6136578) (← links)
