Pages that link to "Item:Q5201499"
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The following pages link to The Distribution of Sums of Certain I.I.D. Pareto Variates (Q5201499):
Displaying 15 items.
- Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- The Paretian ratio distribution -- an application to the volatility of GDP (Q547106) (← links)
- An evolving model for the lodging-service network in a tourism destination (Q2147651) (← links)
- Balancing risk: generation expansion planning under climate mitigation scenarios (Q2242272) (← links)
- Risk aggregation in multivariate dependent Pareto distributions (Q2374106) (← links)
- Dependence modeling of frequency-severity of insurance claims using waiting time (Q2685512) (← links)
- Penultimate gamma approximation in the CLT for skewed distributions (Q2786495) (← links)
- The distribution of compound sums of Pareto distributed losses (Q3077725) (← links)
- The Distribution of Sums of I.I.D. Pareto Random Variables with Arbitrary Shape Parameter (Q3526072) (← links)
- ON SUMS OF INDEPENDENT GENERALIZED PARETO RANDOM VARIABLES WITH APPLICATIONS TO INSURANCE AND CAT BONDS (Q4629425) (← links)
- Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model (Q5039802) (← links)
- On the behavior of the high order stop-loss transform for convolutions with some applications (Q5092697) (← links)
- A POISSON–PARETO MODEL OF CHLOROPHYLL-A FLUORESCENCE SIGNALS IN MARINE ENVIRONMENTS (Q5500783) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)
