Pages that link to "Item:Q1291194"
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The following pages link to Comparison of ruin probability estimates in the presence of heavy tails (Q1291194):
Displaying 6 items.
- POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
- Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (Q2065463) (← links)
- Sensitivity of the stability bound for ruin probabilities to claim distributions (Q2176368) (← links)
- Performance analysis with truncated heavy-tailed distributions (Q2433244) (← links)
- Quality of the Approximation of Ruin Probabilities Regarding to Large Claims (Q2808072) (← links)
- Extremal Subexponentiality in Ruin Probabilities (Q3098927) (← links)