Pages that link to "Item:Q907282"
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The following pages link to Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282):
Displayed 10 items.
- Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
- Risk concentration under second order regular variation (Q2198597) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
- ECOMOR and LCR reinsurance with gamma-like claims (Q2446002) (← links)
- Tail asymptotics of random sum and maximum of log-normal risks (Q2452890) (← links)
- Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
- Second order asymptotics of aggregated log-elliptical risk (Q2513664) (← links)
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)