Pages that link to "Item:Q5349308"
From MaRDI portal
The following pages link to ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308):
Displaying 8 items.
- Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
- Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- Asymptotics for a discrete-time risk model with Gamma-like insurance risks (Q4575366) (← links)
- Tail asymptotics of light-tailed Weibull-like sums (Q4578296) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)