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Asymptotics of convolution with the semi-regular-variation tail and its application to risk
Author: Zhaolei Cui, Edward Omey, Wenyuan Wang, Yuebao Wang
Journal: Extremes, 2018, Vol., , DOI:10.1007/s10687-018-0326-8
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Limit theorems for extremes of strongly dependent cyclo-stationary <Emphasis Type="Italic">χ</Emphasis>-processes
Author: Zhongquan Tan, Enkelejd Hashorva
Journal: Extremes, 2013, Vol.16, 241-254, DOI:10.1007/s10687-013-0170-9
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Tail behavior of the product of two dependent random variables with applications to risk theory
Author: Yang Yang, Yuebao Wang
Journal: Extremes, 2012, Vol.16, 55-74, DOI:10.1007/s10687-012-0153-2
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Second-order properties of risk concentrations without the condition of asymptotic smoothness
Author: Tiantian Mao, Taizhong Hu
Journal: Extremes, 2013, Vol.16, 383-405, DOI:10.1007/s10687-012-0164-z
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Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory
Author: Jianxi Lin
Journal: Extremes, 2014, Vol.17, 247-262, DOI:10.1007/s10687-014-0181-1
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Convolution and convolution-root properties of long-tailed distributions
Author: Hui Xu, Sergey Foss, Yuebao Wang
Journal: Extremes, 2015, Vol.18, 605-628, DOI:10.1007/s10687-015-0224-2
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Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
Author: Xin Liao, Zuoxiang Peng
Journal: Extremes, 2014, Vol.18, 1-14, DOI:10.1007/s10687-014-0196-7
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Relations between the spectral measures and dependence of MEV distributions
Author: Tiantian Mao, Taizhong Hu
Journal: Extremes, 2014, Vol.18, 65-84, DOI:10.1007/s10687-014-0203-z
