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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
Estimate
6%
Framework
8%
Generalization
7%
Horizon
31%
Insurance
15%
Lemma
11%
Model
4%
Norm
8%
Random Sequence
51%
Random variable
42%
Regular Variation
75%
Risk Assessment
81%
Risk Measures
18%
Ruin Probability
17%
Shot Noise Process
22%
Spectral Properties
14%
Tail
13%
Tail Index
19%
Business & Economics
Insurance Mathematics
14%
Matrix
7%
Non-life Insurance
11%
Random Variables
60%
Regular Variation
100%
Risk Assessment
56%
Risk Measures
8%
Ruin Probability
12%
Tail Index
12%
Time Horizon
16%
Engineering & Materials Science
Insurance
17%
Random variables
61%
Risk assessment
58%
Shot noise
22%