Pages that link to "Item:Q282131"
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The following pages link to Weak max-sum equivalence for dependent heavy-tailed random variables (Q282131):
Displaying 5 items.
- Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- Asymptotics for the partial sum and its maximum of dependent random variables (Q2627903) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- Bounds for the Clayton copula (Q4968126) (← links)
