Refine my results
Document type
Institution
Specific Collection
Language
- English (15)
Author
- Hashorva, Enkelejd (15)
- Ji, Lanpeng (1)
- Kabluchko, Zakhar (1)
- Li, Jinzhu (1)
- Merz, Michael (1)
- Mishura, Yuliya (1)
- Ratovomirija, Gildas (1)
- Tan, Zhongquan (1)
- Wübker, Achim (1)
- Wüthrich, Mario V. (1)
Domain
Keyword
- Tail asymptotics (4)
- Gumbel max-domain of attraction (3)
- Hüsler-Reiss distribution (2)
- Max-stable distribution (2)
- Piterbarg inequality (2)
- Quadratic programming (2)
- Weak convergence (2)
- Weibull max-domain of attraction (2)
- Accounting year effects (1)
- Approximation of random processes (1)
- Asymptotic independence (1)
- Asymptotically spherical random vectors (1)
- Bivariate elliptical random vectors (1)
- Boundary non-crossing probability (1)
- Brownian bridge (1)
- Brownian pillow (1)
- Brownian pillow with trend (1)
- Brownian sheet (1)
- Calendar year effects (1)
- Claims inflation (1)
- Claims reserving (1)
- Coefficient of the upper tail dependence (1)
- Concomitants of order statistics (1)
- Conditional excess distributions (1)
- Conditional limit result (1)
- Conditional limit theorem (1)
- Davis-Resnick tail property (1)
- Density approximation (1)
- Dirichlet distributions (1)
- Discrete boundary crossing (1) More Less