The following pages link to Asymptotics of random contractions (Q661266):
Displayed 43 items.
- Extremes of aggregated Dirichlet risks (Q476250) (← links)
- Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- Asymptotics of the convex hull of spherically symmetric samples (Q629359) (← links)
- The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- On probability of high extremes of Gaussian fields with a smooth random trend (Q1726887) (← links)
- Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
- The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
- Random translation, dilation and contraction of order statistics (Q2251708) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
- Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
- On relative stability and weighted laws of large numbers (Q2363658) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
- On the Haezendonck-Goovaerts risk measure for extreme risks (Q2427827) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- On the use of bivariate Mellin transform in bivariate random scaling and some applications (Q2445487) (← links)
- Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)
- ECOMOR and LCR reinsurance with gamma-like claims (Q2446002) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- Second-order tail asymptotics of deflated risks (Q2513459) (← links)
- The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
- Extremes of Gaussian processes with smooth random expectation and smooth random variance (Q2627902) (← links)
- Basis risk management and randomly scaled uncertainty (Q2682982) (← links)
- Limit Laws for Maxima of Contracted Stationary Gaussian Sequences (Q2797843) (← links)
- On beta-product convolutions (Q2868597) (← links)
- Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks (Q2876190) (← links)
- Tail asymptotic of Weibull-type risks (Q2934849) (← links)
- The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
- Asymptotics for a discrete-time risk model with Gamma-like insurance risks (Q4575366) (← links)
- Tail approximation for reinsurance portfolios of Gaussian-like risks (Q4576800) (← links)
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
- On <i>s</i>-convex bounds for Beta-unimodal distributions with applications to basis risk assessment (Q4959362) (← links)
- On the tail asymptotics of supremum of stationary χ-processes with random trend (Q5081368) (← links)
- On The Intersection Of Max Domains Of Attraction Of<i>p</i>-Max Stable Laws and the Class of Subexponential Distributions (Q5249177) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q5965671) (← links)