The following pages link to Henrik Hult (Q483711):
Displaying 22 items.
- Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
- On Kesten's counterexample to the Cramér-Wold device for regular variation (Q850734) (← links)
- Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
- Large deviations for weighted empirical measures arising in importance sampling (Q898403) (← links)
- Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
- Asymptotic behaviour of sampling and transition probabilities in coalescent models under selection and parent dependent mutations (Q2152571) (← links)
- A dual process for the coupled Wright-Fisher diffusion (Q2223252) (← links)
- Extremal behavior of regularly varying stochastic processes (Q2485825) (← links)
- A note on Wick products and the fractional Black-Scholes model (Q2488475) (← links)
- Functional large deviations for multivariate regularly varying random walks (Q2496504) (← links)
- Approximating some Volterra type stochastic integrals with applications to parameter estimation. (Q2574562) (← links)
- Rare-event simulation for stochastic recurrence equations with heavy-tailed innovations (Q2828125) (← links)
- Regular variation for measures on metric spaces (Q3510415) (← links)
- Large Deviations for Point Processes Based on Stationary Sequences with Heavy Tails (Q3550986) (← links)
- On importance sampling with mixtures for random walks with heavy tails (Q4635184) (← links)
- Multivariate extremes, aggregation and dependence in elliptical distributions (Q4804609) (← links)
- Exact simulation of coupled Wright–Fisher diffusions (Q5013242) (← links)
- Infinite Swapping Algorithm for Training Restricted Boltzmann Machines (Q5117935) (← links)
- Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk (Q5169731) (← links)
- Risk and Portfolio Analysis (Q5390031) (← links)
- A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY PROCESS (Q5411745) (← links)
- On regular variation for infinitely divisible random vectors and additive processes (Q5475393) (← links)
