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Extremes and products of multivariate AC-product risks · Study

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ArticleExtremes and products of multivariate AC-product risks

Yang Yang2013

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Articlegreen2013

Extremes and products of multivariate AC-product risks

Yang Yang · Enkelejd Hashorva

37 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Probability and Statistical Research Financial Risk and Volatility Modeling

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References

1997Modelling Extremal Events 1987Extreme Values, Regular Variation and Point Processes 2005Actuarial Theory for Dependent Risks: Measures, Orders and Models 1994Subexponentiality of the product of independent random variables 2010Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model 2009Extremes on the discounted aggregate claims in a time dependent risk model 2009Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation 2008Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables

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2017On the joint tail behavior of randomly weighted sums of heavy-tailed random variables

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Year2013

Typearticle

Published2013-01-25

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations37

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.insmatheco.2013.01.005

openalex_workW2012630228

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