Pages that link to "Item:Q835684"
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The following pages link to Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684):
Displaying 43 items.
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- Bernoulli and tail-dependence compatibility (Q303963) (← links)
- Tail risk of multivariate regular variation (Q429988) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Sum of arbitrarily dependent random variables (Q743515) (← links)
- Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
- On the asymptotic distribution of sums of independent identically distributed random variables (Q774771) (← links)
- On the worst and least possible asymptotic dependence (Q901291) (← links)
- High level quantile approximations of sums of risks (Q906345) (← links)
- Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282) (← links)
- Asymptotics of sums of lognormal random variables with Gaussian copula (Q952863) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
- Asymptotic representation for the distributions of sums of weakly dependent variables (Q1347371) (← links)
- Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- On tail dependence matrices. The realization problem for parametric families (Q2191424) (← links)
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728) (← links)
- Extremes for coherent risk measures (Q2374125) (← links)
- Asymptotic behavior for sums of non-identically distributed random variables (Q2422644) (← links)
- Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
- Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time (Q2453866) (← links)
- Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
- Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
- Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394) (← links)
- Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- On beta-product convolutions (Q2868597) (← links)
- On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
- Risk measures and multivariate extensions of Breiman's theorem (Q2897148) (← links)
- Asymptotic bounds for the distribution of the sum of dependent random variables (Q2923436) (← links)
- SOME RESULTS ON ASYMPTOTIC BEHAVIORS OF RANDOM SUMS OF INDEPENDENT IDENTICALLY DISTRIBUTED RANDOM VARIABLES (Q3085476) (← links)
- Minimum of Dependent Random Variables with Convolution-Equivalent Distributions (Q3100647) (← links)
- On Sums of Conditionally Independent Subexponential Random Variables (Q3169084) (← links)
- The uniformly asymptotic estimate for the tail probability of the sums of nonnegative and dependent random variables (Q3179889) (← links)
- Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
- On additivity of tail comonotonic risks (Q5242233) (← links)
- Sums of Dependent Nonnegative Random Variables with Subexponential Tails (Q5459910) (← links)
- Tail behavior of sums and differences of log-normal random variables (Q5963508) (← links)
