Pages that link to "Item:Q2513664"
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The following pages link to Second order asymptotics of aggregated log-elliptical risk (Q2513664):
Displaying 5 items.
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
- Fast and accurate computation of the distribution of sums of dependent log-normals (Q2288871) (← links)
- Tail asymptotics of random sum and maximum of log-normal risks (Q2452890) (← links)
- Tail behavior of sums and differences of log-normal random variables (Q5963508) (← links)