Pages that link to "Item:Q2581774"
From MaRDI portal
The following pages link to Some asymptotic results for sums of dependent random variables, with actuarial applications (Q2581774):
Displaying 14 items.
- On the independence between risk profiles in the compound collective risk actuarial model (Q449658) (← links)
- The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables (Q453289) (← links)
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← links)
- Expected utility and catastrophic consumption risk (Q495495) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Worst VaR scenarios: A remark (Q1017758) (← links)
- The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
- Asymptotics for heavy-tailed renewal-reward processes and applications to risk processes and heavy traffic networks (Q2032337) (← links)
- On linear combination of generalized logistic random variables with an application to financial returns (Q2185416) (← links)
- Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
- The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) (← links)
- Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
