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Regular variation of a random length sequence of random variables and application to risk assessment
Charles Tillier, Olivier Wintenberger
Department of Mathematical Sciences
4
Citations (Scopus)
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Dive into the research topics of 'Regular variation of a random length sequence of random variables and application to risk assessment'. Together they form a unique fingerprint.
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Mathematics
Risk Assessment
81%
Regular Variation
75%
Random Sequence
51%
Random variable
42%
Horizon
31%
Shot Noise Process
22%
Tail Index
19%
Risk Measures
18%
Ruin Probability
17%
Insurance
15%
Spectral Properties
14%
Tail
13%
Lemma
11%
Norm
8%
Framework
8%
Generalization
7%
Estimate
6%
Model
4%
Business & Economics
Regular Variation
100%
Random Variables
60%
Risk Assessment
56%
Time Horizon
16%
Insurance Mathematics
14%
Tail Index
12%
Ruin Probability
12%
Non-life Insurance
11%
Risk Measures
8%
Matrix
7%
Engineering & Materials Science
Random variables
61%
Risk assessment
58%
Shot noise
22%
Insurance
17%