Pages that link to "Item:Q482083"

The following pages link to Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083):

Displaying 4 items.

• Introduction to extreme value theory: applications to risk analysis and management (Q2001261) (← links)
• Risk concentration under second order regular variation (Q2198597) (← links)
• Multi-normex distributions for the sum of random vectors. Rates of convergence (Q6176328) (← links)
• Asymptotic results for sums and extremes (Q6639522) (← links)