On the tail behaviour of aggregated random variables
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- scientific article; zbMATH DE number 4159879 (Why is no real title available?)
- scientific article; zbMATH DE number 1085999 (Why is no real title available?)
- scientific article; zbMATH DE number 927324 (Why is no real title available?)
- scientific article; zbMATH DE number 3238248 (Why is no real title available?)
- A Conditional Approach for Multivariate Extreme Values (with Discussion)
- A new class of models for bivariate joint tails
- A review of results on sums of random variables
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- Dependence measures for extreme value analyses
- Dependence modelling for spatial extremes
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- On sums of independent generalized Pareto random variables with applications to insurance and cat bonds
- On the joint tail behavior of randomly weighted sums of heavy-tailed random variables
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- The Stationary Bootstrap
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
Cited in
(9)- On the Tail Behaviour of Aggregated Random Variables
- Tail asymptotics for the sum of two heavy-tailed dependent risks
- Second order risk aggregation with the Bernstein copula
- Modelling extremes of spatial aggregates of precipitation using conditional methods
- Samples with a limit shape, multivariate extremes, and risk
- On the excess distribution of sums of random variables in bivariate EV models
- Aggregation of randomly weighted large risks
- Extremes of aggregated Dirichlet risks
- Exact tail asymptotics of aggregated parametrised risk
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