Generalized moments of sums with heavy-tailed random summands
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Cites work
- A further remark on the alternative expectation formula
- A general treatment of alternative expectation formulae
- A note on a dependent risk model with constant interest rate
- A property of longtailed distributions
- Alternative expectation formulas for real-valued random vectors
- An introduction to copulas.
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
- Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments
- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks
- Asymptotic tail probabilities of sums of dependent subexponential random variables
- Asymptotics for risk capital allocations based on conditional tail expectation
- Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
- Expectation of the truncated randomly weighted sums with dominatedly varying summands
- ggplot2. Elegant graphics for data analysis. With contributions by Carson Sievert
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- On a generalization of regularly increasing functions
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
- On pairwise quasi-asymptotically independent random variables and their applications
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
- Randomly weighted sums of dependent random variables with dominated variation
- Randomly weighted sums of dependent subexponential random variables
- Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation
- Risk theory. A heavy tail approach
- Some novel results on pairwise quasi-asymptotical independence with applications to risk theory
- Subexponential distributions and dominated-variation tails
- Subexponentiality of the product of independent random variables
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
- Tail asymptotics for the sum of two heavy-tailed dependent risks
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure
- Tails of higher-order moments with dominatedly varying summands
Cited in
(4)- Properties of the random effect transformation
- A revisit to tail risk measures in the presence of bivariate regularly varying tailed insurance and financial risks
- Regularity of a randomly stopped sum determines regularity of the stopping moment
- Representations of characteristic function via survival function and generalized inverse function
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