Pages that link to "Item:Q1633430"
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The following pages link to Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430):
Displaying 10 items.
- Some properties of the exponential distribution class with applications to risk theory (Q457627) (← links)
- On the long tail property of product convolution (Q829815) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- On extremal domains and codomains for convolution of distributions and fractional calculus (Q2143272) (← links)
- On a closure property of convolution equivalent class of distributions (Q2190030) (← links)
- Characterization of tails through hazard rate and convolution closure properties (Q3094479) (← links)
- Regularly distributed randomly stopped sum, minimum, and maximum (Q3295075) (← links)
- (Q4931932) (← links)
- Randomly stopped minima and maxima with exponential-type distributions (Q5225892) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
