Pages that link to "Item:Q488094"
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The following pages link to Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094):
Displaying 13 items.
- Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
- Second order subexponential distributions with finite mean and their applications to subordinated distributions (Q715752) (← links)
- Second order behaviour of ruin probabilities in the case of large claims (Q882874) (← links)
- Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
- Second-order asymptotics for the ruin probability in the case of very large claims (Q1975812) (← links)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
- Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
- Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples (Q2322666) (← links)
- (Q3571729) (← links)
- Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875) (← links)
- Operational risk quantified with spectral risk measures: a refined closed-form approximation (Q5234353) (← links)
