Pages that link to "Item:Q2897148"

The following pages link to Risk measures and multivariate extensions of Breiman's theorem (Q2897148):

Displaying 37 items.

• Multivariate subexponential distributions and their applications (Q291400) (← links)
• Ruin probabilities under Sarmanov dependence structure (Q310666) (← links)
• Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
• Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
• Multivariate extensions of expectiles risk measures (Q515556) (← links)
• High level quantile approximations of sums of risks (Q906345) (← links)
• A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
• On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
• An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
• Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
• Approximation of some multivariate risk measures for Gaussian risks (Q1755129) (← links)
• Total and partial bivariate risk premia: an extension (Q1876629) (← links)
• A note on the Taylor series expansions for multivariate characteristics of classical risk processes (Q1962815) (← links)
• Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
• On the extension property of dilatation monotone risk measures (Q2063035) (← links)
• On the tail behaviour of aggregated random variables (Q2079609) (← links)
• Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
• Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
• An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
• Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity (Q2158811) (← links)
• Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
• Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
• Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time (Q2453866) (← links)
• Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
• Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
• Toward categorical risk measure theory (Q2877681) (← links)
• A survey of some recent results on Risk Theory (Q3451729) (← links)
• (Q4679086) (← links)
• Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
• Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
• Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
• Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims (Q6044209) (← links)
• Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)
• Asymptotic capital allocation based on the higher moment risk measure (Q6593150) (← links)
• Spatial hierarchical modeling of threshold exceedances using rate mixtures (Q6626383) (← links)
• Stable sums to infer high return levels of multivariate rainfall time series (Q6626593) (← links)
• Multivariate regularly varying insurance and financial risks in multidimensional risk models (Q6639533) (← links)