Asymptotic properties of type I elliptical random vectors
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Cited in
(19)- Tail asymptotic of Weibull-type risks
- Estimate for the finite-time ruin probability in the discrete-time risk model with insurance and financial risks
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- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
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- Extremes of stationary random fields on a lattice
- Approximation of some multivariate risk measures for Gaussian risks
- Conditional limiting distribution of beta-independent random vectors
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