Regular variation of a random length sequence of random variables and application to risk assessment
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Extremes |
| Volume | 21 |
| Issue number | 1 |
| Pages (from-to) | 27-56 |
| ISSN | 1386-1999 |
| DOIs | |
| Publication status | Published - 2018 |
- Ruin theory, Multivariate regular variation, Risk indicators, Breiman Lemma, Asymptotic properties, Extremes, Shot noise processes, Dietary risk, Rare events
Research areas
ID: 202285055