Pages that link to "Item:Q497486"
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The following pages link to Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486):
Displaying 15 items.
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- Complete moment convergence of double-indexed randomly weighted sums of mixing sequences (Q347452) (← links)
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
- Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
- Second order tail behaviour of a subordinated probability distribution (Q1190174) (← links)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
- Asymptotic analysis of portfolio diversification (Q2172054) (← links)
- The closure property of 2RV under random sum (Q2251702) (← links)
- A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
- Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples (Q2322666) (← links)
- Tail calculus with remainder, applications to tail expansions for infinite order moving averages, randomly stopped sums, and related topics (Q2488464) (← links)
- Second order moment asymptotic expansions for a randomly stopped and standardized sum (Q2834318) (← links)
- Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
- Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
