Pages that link to "Item:Q4981883"
From MaRDI portal
The following pages link to Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks (Q4981883):
Displaying 6 items.
- Asymptotic expansions for bivariate normal extremes (Q334016) (← links)
- Measuring the tail risk: an asymptotic approach (Q1746754) (← links)
- Extremes for coherent risk measures (Q2374125) (← links)
- SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)
- ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)