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An Introduction to Heavy-Tailed and Subexponential Distributions · Study

BookAn Introduction to Heavy-Tailed and Subexponential Distributions

Sergey Foss2011

Book2011

An Introduction to Heavy-Tailed and Subexponential Distributions

Sergey Foss · Dmitry Alekseevich Korshunov · Stan Zachary

296 citations·0/0 files stored·Springer series in operations research/Springer series in operations research and financial engineering

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

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2015Microeconomic Origins of Macroeconomic Tail Risks 2014Randomly weighted sums of subexponential random variables with application to capital allocation 2019Single-big-jump principle in physical modeling 2010Asymptotics of random contractions 2015Tail behavior of sums and differences of log-normal random variables 2014Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims 2015Uncertainty quantification metrics for whole product life cycle cost estimates in aerospace innovation 2012On Large Delays in Multi-Server Queues with Heavy Tails

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Year2011

Typebook

Published2011-01-01

VenueSpringer series in operations research/Springer series in operations research and financial engineering

ISSN-L1431-8598

Languageen

Citations296

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1007/978-1-4419-9473-8

openalex_workW4292334561

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