Pages that link to "Item:Q2879909"
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The following pages link to Pareto Lévy measures and multivariate regular variation (Q2879909):
Displaying 8 items.
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
- Functional regular variations, Pareto processes and peaks over threshold (Q1747428) (← links)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
- Lévy Copulas: Review of Recent Results (Q2956050) (← links)
- Risk in a Large Claims Insurance Market with Bipartite Graph Structure (Q3178764) (← links)
- Estimation of model parameters of dependent processes constructed using Lévy Copulas (Q5082563) (← links)
- TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS (Q5408113) (← links)