Pages that link to "Item:Q3616023"

The following pages link to Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications (Q3616023):

Displaying 23 items.

• Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
• Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
• Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094) (← links)
• Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
• On ruin probability and aggregate claim representations for Pareto claim size distributions (Q659155) (← links)
• Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
• Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
• Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282) (← links)
• Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence (Q907360) (← links)
• An asymptotic expansion for the tail of compound sums of Burr distributed random variables (Q962019) (← links)
• Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (Q1744173) (← links)
• Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution (Q1934357) (← links)
• Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples (Q2322666) (← links)
• Series expansions for convolutions of Pareto distributions (Q2340428) (← links)
• Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (Q2445354) (← links)
• Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (Q2464850) (← links)
• Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825) (← links)
• On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
• Calculation of ruin probabilities for a dense class of heavy tailed distributions (Q4576915) (← links)
• (Q4931932) (← 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)
• Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)