The following pages link to (Q5525727):
Displaying 50 items.
- Extremal dependence of random scale constructions (Q2283053) (← links)
- On a lower asymptotic bound of the overflow probability in a fluid queue with a heterogeneous fractional input (Q2314509) (← links)
- Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
- The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
- Impatient random walk (Q2330421) (← links)
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
- Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
- The integrated periodogram of a dependent extremal event sequence (Q2347460) (← links)
- Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts (Q2351199) (← links)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
- On relative stability and weighted laws of large numbers (Q2363658) (← links)
- On the extremes of a class of non-linear processes with heavy tailed innovations (Q2373836) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- Extremes for coherent risk measures (Q2374125) (← links)
- Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process (Q2375847) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
- On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
- Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856) (← links)
- Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- The convex hull of consecutive pairs of observations from some time series models (Q2443887) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)
- GARCH models without positivity constraints: exponential or log GARCH? (Q2448408) (← links)
- A Fourier analysis of extreme events (Q2448713) (← links)
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes (Q2463680) (← links)
- On some transformations between positive self-similar Markov processes (Q2464854) (← links)
- Extreme value theory for space-time processes with heavy-tailed distributions (Q2476290) (← links)
- Tail behavior of random products and stochastic exponentials (Q2476883) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
- Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters (Q2493561) (← links)
- Sojourn time asymptotics in processor-sharing queues (Q2494559) (← links)
- On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process (Q2497786) (← links)
- On the regular variation of elliptical random vectors (Q2497802) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Second-order tail asymptotics of deflated risks (Q2513459) (← links)
- The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) (← links)
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612) (← links)
- Some asymptotic results for sums of dependent random variables, with actuarial applications (Q2581774) (← links)
- Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times (Q2628198) (← links)
- Subexponentiality of the product of dependent random variables (Q2637372) (← links)
- A non-increasing Lindley-type equation (Q2641955) (← links)
- Asymptotics for ratios with applications to reinsurance (Q2644306) (← links)
- Asymptotic behaviour of multivariate default probabilities and default correlations under stress (Q2804413) (← links)
- On the Breiman conjecture (Q2814422) (← links)
