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Search: subject:"second order regular variation"
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Second-order regular variation
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Hu, Taizhong
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Lv, Wenhua
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Pan, Xiaoqing
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Erasmus University Rotterdam, Econometric Institute
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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RePEc
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ECONIS (ZBW)
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11
Second-order expansions of the risk concentration based on CTE
Mao, Tiantian
;
Lv, Wenhua
;
Hu, Taizhong
- In:
Insurance: Mathematics and Economics
51
(
2012
)
2
,
pp. 449-456
the theory of
second-order
regular
variation
and the theory of second-order subexponentiality. Some examples are given. …
Persistent link: https://www.econbiz.de/10010594522
Saved in:
12
Second
order
regular
variation
and the domain of attraction of stable distributions
Geluk, J.L.
;
Peng, L.
-
Erasmus University Rotterdam, Econometric Institute
-
1998
We characterize
second
order
regular
variation
of the tail sum of F together with a balance condition on the tails …
Persistent link: https://www.econbiz.de/10008584732
Saved in:
13
Second
order
regular
variation
and the domain of attraction of stable distributions
Geluk, J.L.
;
Peng, Peng, L.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
1998
We characterize
second
order
regular
variation
of the tail sum of F together with a balance condition on the tails …
Persistent link: https://www.econbiz.de/10010731809
Saved in:
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