Pages that link to "Item:Q4588896"

The following pages link to Some novel results on pairwise quasi-asymptotical independence with applications to risk theory (Q4588896):

Displaying 7 items.

• Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
• Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
• Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
• On pairwise quasi-asymptotically independent random variables and their applications (Q2637381) (← links)
• Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
• Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments (Q5029958) (← links)
• Generalized moments of sums with heavy-tailed random summands (Q6054047) (← links)