Regular variation of a random length sequence of random variables and application to risk assessment

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Regular variation of a random length sequence of random variables and application to risk assessment. / Tillier, Charles; Wintenberger, Olivier.

In: Extremes, Vol. 21, No. 1, 2018, p. 27-56.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Tillier, C & Wintenberger, O 2018, 'Regular variation of a random length sequence of random variables and application to risk assessment', Extremes, vol. 21, no. 1, pp. 27-56. https://doi.org/10.1007/s10687-017-0297-1

APA

Tillier, C., & Wintenberger, O. (2018). Regular variation of a random length sequence of random variables and application to risk assessment. Extremes, 21(1), 27-56. https://doi.org/10.1007/s10687-017-0297-1

Vancouver

Tillier C, Wintenberger O. Regular variation of a random length sequence of random variables and application to risk assessment. Extremes. 2018;21(1):27-56. https://doi.org/10.1007/s10687-017-0297-1

Author

Tillier, Charles ; Wintenberger, Olivier. / Regular variation of a random length sequence of random variables and application to risk assessment. In: Extremes. 2018 ; Vol. 21, No. 1. pp. 27-56.

Bibtex

@article{af0b645829e0469d8d40186d4e09e56f,
title = "Regular variation of a random length sequence of random variables and application to risk assessment",
keywords = "Ruin theory, Multivariate regular variation, Risk indicators, Breiman Lemma, Asymptotic properties, Extremes, Shot noise processes, Dietary risk, Rare events",
author = "Charles Tillier and Olivier Wintenberger",
year = "2018",
doi = "10.1007/s10687-017-0297-1",
language = "English",
volume = "21",
pages = "27--56",
journal = "Extremes",
issn = "1386-1999",
publisher = "Springer",
number = "1",

}

RIS

TY - JOUR

T1 - Regular variation of a random length sequence of random variables and application to risk assessment

AU - Tillier, Charles

AU - Wintenberger, Olivier

PY - 2018

Y1 - 2018

KW - Ruin theory

KW - Multivariate regular variation

KW - Risk indicators

KW - Breiman Lemma

KW - Asymptotic properties

KW - Extremes

KW - Shot noise processes

KW - Dietary risk

KW - Rare events

U2 - 10.1007/s10687-017-0297-1

DO - 10.1007/s10687-017-0297-1

M3 - Journal article

VL - 21

SP - 27

EP - 56

JO - Extremes

JF - Extremes

SN - 1386-1999

IS - 1

ER -

ID: 202285055