Zobrazeno 1 - 10
of 105
pro vyhledávání: '"Asimit, Alexandru V."'
Publikováno v:
In European Journal of Operational Research 1 December 2021 295(2):587-603
Publikováno v:
In Insurance Mathematics and Economics November 2020 95:17-27
In this paper we are concerned with a sample of asymptotically independent risks. Tail asymptotic probabilities for linear combinations of randomly weighted order statistics are approximated under various assumptions, where the individual tail behavi
Externí odkaz:
http://arxiv.org/abs/1405.0593
Publikováno v:
In Insurance Mathematics and Economics July 2019 87:67-81
Autor:
Asimit, Alexandru V., Li, Jinzhu
Publikováno v:
In Journal of Mathematical Analysis and Applications 1 July 2018 463(1):176-197
Autor:
Asimit, Alexandru V.1 (AUTHOR) asimit@city.ac.uk, Kyriakou, Ioannis1 (AUTHOR) ioannis.kyriakou@city.ac.uk, Santoni, Simone2 (AUTHOR) simone.santoni.1@city.ac.uk, Scognamiglio, Salvatore3 (AUTHOR) salvatore.scognamiglio@uniparthenope.it, Zhu, Rui1 (AUTHOR) rui.zhu@city.ac.uk
Publikováno v:
Risks. Aug2022, Vol. 10 Issue 8, p154-154. 25p.
Publikováno v:
In European Journal of Operational Research 16 October 2017 262(2):720-732
Autor:
Asimit, Alexandru V., Li, Jinzhu
Publikováno v:
In Insurance Mathematics and Economics November 2016 71:332-341
Publikováno v:
In Journal of Econometrics October 2016 194(2):330-348
Autor:
Asimit, Alexandru V., Gerrard, Russell
Publikováno v:
In Journal of Multivariate Analysis February 2016 144:218-234