subexponential distributions Recently Published Documents

Precise Large Deviations

Precise Large Deviations for Subexponential Distributions in a Multi Risk Model

Risks ◽

10.3390/risks6020027 ◽

2018 ◽

Vol 6 (2) ◽

pp. 27

Author(s):

Dimitrios Konstantinides

Keyword(s):

Large Deviations ◽

Risk Model ◽

Precise Large Deviations

Multivariate subexponential distributions and their applications

Extremes ◽

10.1007/s10687-016-0242-8 ◽

2016 ◽

Vol 19 (2) ◽

pp. 171-196 ◽

Cited By ~ 7

Author(s):

Gennady Samorodnitsky ◽

Julian Sun

Keyword(s):

On The Intersection Of Max Domains Of Attraction Ofp-Max Stable Laws and the Class of Subexponential Distributions

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2012.733475 ◽

2014 ◽

Vol 44 (1) ◽

pp. 115-124 ◽

Cited By ~ 1

Author(s):

S. Ravi ◽

A. S. Praveena

Keyword(s):

Stable Laws ◽

Domains Of Attraction

Regularly Varying and Subexponential Distributions

Fat-Tailed Distributions: Volume 1 ◽

10.1002/9781119054207.ch4 ◽

2014 ◽

pp. 49-63

Author(s):

Roger M. Cooke ◽

Daan Nieboer ◽

Jolanta Misiewicz

Keyword(s):

Regularly Varying

Subexponential Distributions

Wiley StatsRef: Statistics Reference Online ◽

10.1002/9781118445112.stat04429 ◽

2014 ◽

Author(s):

Claudia Klüppelberg

Keyword(s):

Asymptotic optimal investment under interest rate for a class of subexponential distributions

Scandinavian Actuarial Journal ◽

10.1080/03461238.2012.756829 ◽

2013 ◽

Vol 2014 (8) ◽

pp. 671-689 ◽

Cited By ~ 1

Author(s):

Julia Eisenberg

Keyword(s):

Interest Rate ◽

Optimal Investment ◽

An Introduction to Heavy-Tailed and Subexponential Distributions

10.1007/978-1-4614-7101-1 ◽

2013 ◽

Cited By ~ 80

Author(s):

Sergey Foss ◽

Dmitry Korshunov ◽

Stan Zachary

Keyword(s):

Heavy Tailed

An Introduction to Heavy-Tailed and Subexponential Distributions - Springer Series in Operations Research and Financial Engineering ◽

Subexponential Distributions

10.1007/978-1-4614-7101-1_3 ◽

2013 ◽

pp. 43-74

Author(s):

Sergey Foss ◽

Dmitry Korshunov ◽

Stan Zachary

Keyword(s):

Modelling conflicting information using subexponential distributions and related classes

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-012-0380-y ◽

2012 ◽

Vol 65 (3) ◽

pp. 491-511 ◽

Cited By ~ 1

Author(s):

J. A. A. Andrade ◽

Edward Omey

Keyword(s):

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