Pages that link to "Item:Q1154738"
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The following pages link to On the observation closest to the origin (Q1154738):
Displaying 11 items.
- On regular variation of probability densities (Q579734) (← links)
- A limit distribution of credit portfolio losses with low default probabilities (Q1681199) (← links)
- Regular variation of GARCH processes. (Q1766073) (← links)
- Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397) (← links)
- Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
- Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
- Asymptotics for ultimate ruin probability in a by-claim risk model (Q4993830) (← links)
- Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
- Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims (Q6044209) (← links)
- Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)
- Asymptotic capital allocation based on the higher moment risk measure (Q6593150) (← links)