Pages that link to "Item:Q2463693"
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The following pages link to Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693):
Displaying 37 items.
- Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (Q383966) (← links)
- Tail risk of multivariate regular variation (Q429988) (← links)
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
- Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
- Limiting behaviour of constrained sums of two variables and the principle of a single big jump (Q900941) (← links)
- Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282) (← links)
- Asymptotics of sums of lognormal random variables with Gaussian copula (Q952863) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
- Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
- Extremes for multivariate expectiles (Q1756031) (← links)
- Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
- Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
- Second order asymptotics of aggregated log-elliptical risk (Q2513664) (← links)
- Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
- Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
- On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
- Minimum of Dependent Random Variables with Convolution-Equivalent Distributions (Q3100647) (← links)
- Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks (Q3395767) (← links)
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
- Aggregation of rapidly varying risks and asymptotic independence (Q3644305) (← links)
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
- Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
- THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT (Q5357513) (← links)
- The Pareto Copula, Aggregation of Risks, and the Emperor's Socks (Q5459909) (← links)
- Sums of Dependent Nonnegative Random Variables with Subexponential Tails (Q5459910) (← links)
- Absolutely Continuous Copulas with Given Diagonal Sections (Q5494727) (← links)
- Tail behavior of sums and differences of log-normal random variables (Q5963508) (← links)
- Generalized moments of sums with heavy-tailed random summands (Q6054047) (← links)
- Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)
