Pages that link to "Item:Q994321"
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The following pages link to Tail asymptotics under beta random scaling (Q994321):
Displayed 21 items.
- Extremal attractors of Liouville copulas (Q110549) (← links)
- Minima and maxima of elliptical arrays and spherical processes (Q358134) (← links)
- Extremes of aggregated Dirichlet risks (Q476250) (← links)
- Asymptotics of the convex hull of spherically symmetric samples (Q629359) (← links)
- The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← 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)
- Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)
- Short hyperuniform random walks (Q2516106) (← links)
- Boundary non-crossing probabilities for fractional Brownian motion with trend (Q2804017) (← links)
- On beta-product convolutions (Q2868597) (← links)
- Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks (Q2876190) (← links)
- Tail asymptotic of Weibull-type risks (Q2934849) (← links)
- On extremal behavior of aggregation of largest claims (Q2980148) (← links)
- Maxima of skew elliptical triangular arrays (Q5739183) (← links)