Second-order tail asymptotics of deflated risks
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference28 articles.
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1. Second-Order Asymptotics of the Risk Concentration of a Portfolio with Deflated Risks;Mathematical Problems in Engineering;2018
2. Some novel results on pairwise quasi-asymptotical independence with applications to risk theory;Communications in Statistics - Theory and Methods;2017-05-25
3. Tail asymptotics of generalized deflated risks with insurance applications;Insurance: Mathematics and Economics;2016-11
4. Tail asymptotic expansions for L-statistics;Science China Mathematics;2014-05-29
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