Funder
Research Council of Lithuania
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference49 articles.
1. Asymptotics for risk capital allocations based on conditional tail expectation;Asimit;Insurance Math. Econom.,2011
2. Aggregation of randomly weighted large risks;Asimit;IMA J. Manage. Math.,2017
3. Haezendonck-Goovaerts risk measures and Orlicz quantiles;Bellini;Insurance Math. Econom.,2012
4. Tail probabilities of St. Petersburg sums, trimmed sums, and their limit;Berkes;J. Theoret. Probab.,2017
5. Regular Variation;Bingham,1987
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献