Mixed Poisson process with Pareto mixing variable and its risk applications
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Publication:327177
DOI10.1007/s10986-016-9313-4zbMath1348.62065OpenAlexW2405613793MaRDI QIDQ327177
Pavlina Jordanova, Milan Stehlík
Publication date: 19 October 2016
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-016-9313-4
Related Items (4)
Asymptotic risk decomposition for regularly varying distributions with tail dependence ⋮ Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk ⋮ Expectation of the truncated randomly weighted sums with dominatedly varying summands ⋮ Risk process approximation with mixing
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