The following pages link to Theory prob. appl. (Q3774626):
Displaying 28 items.
- On ruin probability and aggregate claim representations for Pareto claim size distributions (Q659155) (← links)
- Risk concentration and diversification: second-order properties (Q659264) (← links)
- Second order subexponential distributions with finite mean and their applications to subordinated distributions (Q715752) (← links)
- Subexponential distribution functions in \(R^{d}\) (Q876848) (← links)
- Second order behaviour of ruin probabilities in the case of large claims (Q882874) (← links)
- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
- On the maximal distance between two renewal epochs (Q1095506) (← links)
- Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time (Q1183672) (← links)
- Second order tail behaviour of a subordinated probability distribution (Q1190174) (← links)
- Modeling large claims in non-life insurance (Q1199961) (← links)
- The rate of convergence for subexponential distributions (Q1280852) (← links)
- On a subclass of regularly varying functions (Q1890885) (← links)
- Tails of subordinated laws: The regularly varying case (Q1915829) (← links)
- An asymptotic of high order moments of renewal (Q1925168) (← links)
- Second-order asymptotics for the ruin probability in the case of very large claims (Q1975812) (← links)
- Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities (Q2135211) (← links)
- Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process (Q2375847) (← links)
- Intuitive approximations for the renewal function (Q2444379) (← links)
- Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (Q2445354) (← links)
- Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (Q2464850) (← links)
- Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825) (← links)
- Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
- Higher-order expansions for compound distributions and ruin probabilities with subexponential claims (Q3077754) (← links)
- Second Order Behaviour of Ruin Probabilities (Q4512137) (← links)
- SECOND ORDER SUBEXPONENTIALITY AND INFINITE DIVISIBILITY (Q5075728) (← links)
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875) (← links)
- Operational risk quantified with spectral risk measures: a refined closed-form approximation (Q5234353) (← links)
- Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution (Q5440641) (← links)
