Pages that link to "Item:Q3077754"
From MaRDI portal
The following pages link to Higher-order expansions for compound distributions and ruin probabilities with subexponential claims (Q3077754):
Displayed 9 items.
- Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
- On ruin probability and aggregate claim representations for Pareto claim size distributions (Q659155) (← links)
- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
- Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282) (← links)
- An asymptotic expansion for the tail of compound sums of Burr distributed random variables (Q962019) (← links)
- Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (Q2445354) (← links)
- Fourier-cosine method for ruin probabilities (Q2515094) (← links)
- Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875) (← links)