Asymptotics of random contractions (Q661266)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of random contractions |
scientific article |
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Asymptotics of random contractions (English)
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10 February 2012
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random contractions
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random scaling
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conditional tail expectation
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elliptical distributions
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spherical distributions
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subexponential distributions
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Max-domain of attraction
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risk aggregation
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ruin probability
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