Pages that link to "Item:Q1946192"
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The following pages link to Efficient simulation of tail probabilities for sums of log-elliptical risks (Q1946192):
Displayed 10 items.
- Distributional expansion of maximum from logarithmic general error distribution (Q729672) (← links)
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728) (← links)
- Fast and accurate computation of the distribution of sums of dependent log-normals (Q2288871) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- Tail asymptotics of random sum and maximum of log-normal risks (Q2452890) (← links)
- Second order asymptotics of aggregated log-elliptical risk (Q2513664) (← links)
- Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks (Q4981883) (← links)
- Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields (Q5086996) (← links)
- Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution (Q5177620) (← links)
- Aggregation of log-linear risks (Q5245625) (← links)