Pages that link to "Item:Q5430560"
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The following pages link to The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (Q5430560):
Displaying 8 items.
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation (Q5478907) (← links)
- A POISSON–PARETO MODEL OF CHLOROPHYLL-A FLUORESCENCE SIGNALS IN MARINE ENVIRONMENTS (Q5500783) (← links)
- Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
- Uniform approximation for the tail behavior of bidimensional randomly weighted sums (Q6164858) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)
- Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)
- Asymptotics for value at risk and conditional tail expectation of a portfolio loss (Q6579530) (← links)
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)