The joint distribution of the sum and maximum of dependent Pareto risks
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Cites work
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- A bivariate distribution with Lomax and geometric margins
- A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence
- A limit theorem for sample maxima and heavy branches in Galton–Watson trees
- A mixed bivariate distribution connected with geometric maxima of exponential variables
- A mixed bivariate distribution with exponential and geometric marginals
- A new multivariate model involving geometric sums and maxima of exponentials
- A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
- A note on the joint distribution involving Poissonian sum of exponential variables
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems
- Asymptotics of the sample coefficient of variation and the sample dispersion
- Business Failures: Another Example of the Analysis of Failure Data
- Encyclopedia of environmetrics. In 4 vol
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- Four Applications of a Bivariate Pareto Distribution
- Infinite limits and infinite limit points of random walks and trimmed sums
- Limit theorems for mixed max-sum processes with renewal stopping
- Limiting Behaviour of Sums and the Term of Maximum Modulus
- Markov chain models for threshold exceedances
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- Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
- Predicting the sample mean by extreme order statistics
- Residual life time at great age
- Scale mixtures of Kotz-Dirichlet distributions
- Second order regular variation and conditional tail expectation of multiple risks
- Some properties and characterizations for generalized multivariate Pareto distributions
- Statistical inference using extreme order statistics
- Strength of tail dependence based on conditional tail expectation
- Sums and maxima in stationary sequences
- Sums and maxima of discrete stationary processes
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures
- Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach
- Tail order and intermediate tail dependence of multivariate copulas
- The Extreme Terms of a Sample and Their Role in the Sum of Independent Variables
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- The joint distribution of the sum and the maximum of IID exponential random variables
- The joint distribution of the sum and the maximum of heterogeneous exponential random variables
- The joint limiting distribution of sums and maxima of stationary sequences
- The maximum and mean of a random length sequence
Cited in
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- Asymptotic results for sums and extremes
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- On sums of independent generalized Pareto random variables with applications to insurance and cat bonds
- The joint distribution of the sum and the maximum of heterogeneous exponential random variables
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