Author:
Yang Yang,Ignatavičiūtė Eglė,Šiaulys Jonas
Funder
National Natural Science Foundation of China
Humanities and Social Sciences Foundation of the Ministry of Education of China
China Postdoctoral Science Foundation
Natural Science Foundation of Jiangsu Province of China
Research Council of Lithuania
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference29 articles.
1. Asymptotics for risk capital allocations based on conditional tail expectation;Asimit;Insurance Math. Econom.,2011
2. Estimating risk with Sarmanov copula and nonparametric marginal distributions;Bahraoui,2013
3. On generalized Sarmanov bivariate distributions;Bairamov;TWMS J. Appl. Eng. Math.,2011
4. Regular Variation;Bingham,1987
5. On some limit theorems similar to the arc-sin law;Breiman;Teor. Verojatnostej Primenenija,1965
Cited by
12 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