Saved in:
| Main Authors: | Hanbali, Hamza, Linders, Daniel |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2508.12608 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
by: Hanbali, Hamza, et al.
Published: (2025)
by: Hanbali, Hamza, et al.
Published: (2025)
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
by: Hanbali, Hamza, et al.
Published: (2025)
by: Hanbali, Hamza, et al.
Published: (2025)
Monotonicity of functionals associated to product measures via their Fourier transform and applications
by: Malliaris, Andreas
Published: (2025)
by: Malliaris, Andreas
Published: (2025)
Pricing insurance policies with offsetting relationship
by: Hanbali, Hamza
Published: (2025)
by: Hanbali, Hamza
Published: (2025)
Heavy-tailed random vectros: theory and applications
by: Konstantinides, Dimitrios G., et al.
Published: (2025)
by: Konstantinides, Dimitrios G., et al.
Published: (2025)
Monotone additive statistics on heavy-tailed convolution semigroups
by: Fritz, Tobias, et al.
Published: (2019)
by: Fritz, Tobias, et al.
Published: (2019)
Background risk model in presence of heavy tails under dependence
by: Konstantinides, Dimitrios G., et al.
Published: (2024)
by: Konstantinides, Dimitrios G., et al.
Published: (2024)
Optimal tail estimates in $β$-ensembles and applications to last passage percolation
by: Baslingker, Jnaneshwar, et al.
Published: (2024)
by: Baslingker, Jnaneshwar, et al.
Published: (2024)
Tight bounds on Poisson tails with applications to Szász-Mirakyan operators
by: Adell, José A., et al.
Published: (2025)
by: Adell, José A., et al.
Published: (2025)
Closure properties and heavy tails: random vectors in the presence of dependence
by: Konstantinides, Dimitrios G., et al.
Published: (2024)
by: Konstantinides, Dimitrios G., et al.
Published: (2024)
Dimension-free Gaussian tail estimates for linear functionals on convex bodies
by: Letwin, Brayden, et al.
Published: (2026)
by: Letwin, Brayden, et al.
Published: (2026)
Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property
by: Jiménez, Juan J.
Published: (2023)
by: Jiménez, Juan J.
Published: (2023)
Uniform asymptotic estimates for ruin probabilities of a multidimensional risk model with cadlag returns and multivariate heavy tailed claims
by: Konstantinides, Dimitrios G., et al.
Published: (2024)
by: Konstantinides, Dimitrios G., et al.
Published: (2024)
Equivalence of definitions of fractional caloric functions
by: Rutkowski, Artur
Published: (2024)
by: Rutkowski, Artur
Published: (2024)
On lower bounds for hypergeometric tails
by: Ai, Jianhang, et al.
Published: (2026)
by: Ai, Jianhang, et al.
Published: (2026)
On the tails of Dickman-like perpetuities
by: Iksanov, Alexander, et al.
Published: (2026)
by: Iksanov, Alexander, et al.
Published: (2026)
Complete right tail asymptotic for the density of branching processes with fractional generating functions
by: Kutsenko, Anton A.
Published: (2025)
by: Kutsenko, Anton A.
Published: (2025)
On the Spectral Expansion of Monotone Subsets of the Hypercube
by: Fei, Yumou, et al.
Published: (2025)
by: Fei, Yumou, et al.
Published: (2025)
Invertibility of functionals of the Poisson process and applications
by: Coutin, Laure, et al.
Published: (2023)
by: Coutin, Laure, et al.
Published: (2023)
Quantitative Limit Theorems for Cox-Poisson and Cox-Binomial Point Processes
by: Adrat, Hamza, et al.
Published: (2025)
by: Adrat, Hamza, et al.
Published: (2025)
Brownian symmetrization of planar domains
by: Boudabra, Maher, et al.
Published: (2024)
by: Boudabra, Maher, et al.
Published: (2024)
Monotone additive statistics
by: Mu, Xiaosheng, et al.
Published: (2021)
by: Mu, Xiaosheng, et al.
Published: (2021)
Spectra of Poisson functionals and applications in continuum percolation
by: Bhattacharjee, Chinmoy, et al.
Published: (2024)
by: Bhattacharjee, Chinmoy, et al.
Published: (2024)
A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations
by: Krizmanic, Danijel
Published: (2026)
by: Krizmanic, Danijel
Published: (2026)
An upper tail field of the KPZ fixed point
by: Liu, Zhipeng, et al.
Published: (2025)
by: Liu, Zhipeng, et al.
Published: (2025)
Multivariate strong subexponential distributions: properties and applications
by: Passalidis, Charalampos D.
Published: (2025)
by: Passalidis, Charalampos D.
Published: (2025)
On tail behavior of infinite sums of independent indicators
by: Iksanov, Alexander, et al.
Published: (2026)
by: Iksanov, Alexander, et al.
Published: (2026)
Monotonicity of the critical point in two-dimensional oriented percolation with enhancement
by: Terra, Célio
Published: (2025)
by: Terra, Célio
Published: (2025)
McKean-Vlasov SDE and SPDE with Locally Monotone Coefficients
by: Hong, Wei, et al.
Published: (2022)
by: Hong, Wei, et al.
Published: (2022)
A Unified Stability Theory for Classical and Monotone Markov Chains
by: Kamihigashi, Takashi, et al.
Published: (2024)
by: Kamihigashi, Takashi, et al.
Published: (2024)
Upper tails for arithmetic progressions revisited
by: Harel, Matan, et al.
Published: (2024)
by: Harel, Matan, et al.
Published: (2024)
Minimizing risk measures with applications in network traffic engineering
by: Chandra, Ashish, et al.
Published: (2025)
by: Chandra, Ashish, et al.
Published: (2025)
Sharp large deviation estimates for heavy-tailed extrema
by: Zapata, José M.
Published: (2025)
by: Zapata, José M.
Published: (2025)
Large deviations for macroscopic observables of heavy-tailed matrices
by: Bordenave, Charles, et al.
Published: (2024)
by: Bordenave, Charles, et al.
Published: (2024)
Branching random walk and log-slowly varying tails
by: Bhattacharya, Ayan, et al.
Published: (2024)
by: Bhattacharya, Ayan, et al.
Published: (2024)
A Counterexample to the Gaussian Completely Monotone Conjecture
by: Gu, Yuzhou, et al.
Published: (2026)
by: Gu, Yuzhou, et al.
Published: (2026)
A Note on the Stability of Monotone Markov Chains
by: Light, Bar
Published: (2024)
by: Light, Bar
Published: (2024)
A Breiman's theorem for conditional dependent random vector and its applications to risk theory
by: Cui, Zhaolei, et al.
Published: (2024)
by: Cui, Zhaolei, et al.
Published: (2024)
Lower tails for triangles inside the critical window
by: Jenssen, Matthew, et al.
Published: (2024)
by: Jenssen, Matthew, et al.
Published: (2024)
Structure of lower tails in sparse random graphs
by: Chin, Byron
Published: (2023)
by: Chin, Byron
Published: (2023)
Similar Items
-
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
by: Hanbali, Hamza, et al.
Published: (2025) -
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
by: Hanbali, Hamza, et al.
Published: (2025) -
Monotonicity of functionals associated to product measures via their Fourier transform and applications
by: Malliaris, Andreas
Published: (2025) -
Pricing insurance policies with offsetting relationship
by: Hanbali, Hamza
Published: (2025) -
Heavy-tailed random vectros: theory and applications
by: Konstantinides, Dimitrios G., et al.
Published: (2025)