Imagen de Portada

Monotone tail functions: definitions, properties, and application to risk-reducing strategies

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Hanbali, Hamza, Linders, Daniel
Formato:	Preprint
Publicado:	2025
Materias:	Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
por: Hanbali, Hamza, et al.
Publicado: (2025)

Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
por: Hanbali, Hamza, et al.
Publicado: (2025)

Monotonicity of functionals associated to product measures via their Fourier transform and applications
por: Malliaris, Andreas
Publicado: (2025)

Heavy-tailed random vectros: theory and applications
por: Konstantinides, Dimitrios G., et al.
Publicado: (2025)

Pricing insurance policies with offsetting relationship
por: Hanbali, Hamza
Publicado: (2025)

Background risk model in presence of heavy tails under dependence
por: Konstantinides, Dimitrios G., et al.
Publicado: (2024)

Monotone additive statistics on heavy-tailed convolution semigroups
por: Fritz, Tobias, et al.
Publicado: (2019)

Optimal tail estimates in $β$-ensembles and applications to last passage percolation
por: Baslingker, Jnaneshwar, et al.
Publicado: (2024)

Closure properties and heavy tails: random vectors in the presence of dependence
por: Konstantinides, Dimitrios G., et al.
Publicado: (2024)

Tight bounds on Poisson tails with applications to Szász-Mirakyan operators
por: Adell, José A., et al.
Publicado: (2025)

Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property
por: Jiménez, Juan J.
Publicado: (2023)

Uniform asymptotic estimates for ruin probabilities of a multidimensional risk model with cadlag returns and multivariate heavy tailed claims
por: Konstantinides, Dimitrios G., et al.
Publicado: (2024)

Dimension-free Gaussian tail estimates for linear functionals on convex bodies
por: Letwin, Brayden, et al.
Publicado: (2026)

On lower bounds for hypergeometric tails
por: Ai, Jianhang, et al.
Publicado: (2026)

On the tails of Dickman-like perpetuities
por: Iksanov, Alexander, et al.
Publicado: (2026)

Complete right tail asymptotic for the density of branching processes with fractional generating functions
por: Kutsenko, Anton A.
Publicado: (2025)

Invertibility of functionals of the Poisson process and applications
por: Coutin, Laure, et al.
Publicado: (2023)

On the Spectral Expansion of Monotone Subsets of the Hypercube
por: Fei, Yumou, et al.
Publicado: (2025)

Multivariate strong subexponential distributions: properties and applications
por: Passalidis, Charalampos D.
Publicado: (2025)

A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations
por: Krizmanic, Danijel
Publicado: (2026)

Spectra of Poisson functionals and applications in continuum percolation
por: Bhattacharjee, Chinmoy, et al.
Publicado: (2024)

Monotonicity of the critical point in two-dimensional oriented percolation with enhancement
por: Terra, Célio
Publicado: (2025)

McKean-Vlasov SDE and SPDE with Locally Monotone Coefficients
por: Hong, Wei, et al.
Publicado: (2022)

A Unified Stability Theory for Classical and Monotone Markov Chains
por: Kamihigashi, Takashi, et al.
Publicado: (2024)

An upper tail field of the KPZ fixed point
por: Liu, Zhipeng, et al.
Publicado: (2025)

On tail behavior of infinite sums of independent indicators
por: Iksanov, Alexander, et al.
Publicado: (2026)

Equivalence of definitions of fractional caloric functions
por: Rutkowski, Artur
Publicado: (2024)

Quantitative Limit Theorems for Cox-Poisson and Cox-Binomial Point Processes
por: Adrat, Hamza, et al.
Publicado: (2025)

Brownian symmetrization of planar domains
por: Boudabra, Maher, et al.
Publicado: (2024)

Sharp large deviation estimates for heavy-tailed extrema
por: Zapata, José M.
Publicado: (2025)

Large deviations for macroscopic observables of heavy-tailed matrices
por: Bordenave, Charles, et al.
Publicado: (2024)

Branching random walk and log-slowly varying tails
por: Bhattacharya, Ayan, et al.
Publicado: (2024)

Upper tails for arithmetic progressions revisited
por: Harel, Matan, et al.
Publicado: (2024)

Monotone additive statistics
por: Mu, Xiaosheng, et al.
Publicado: (2021)

A Breiman's theorem for conditional dependent random vector and its applications to risk theory
por: Cui, Zhaolei, et al.
Publicado: (2024)

Minimizing risk measures with applications in network traffic engineering
por: Chandra, Ashish, et al.
Publicado: (2025)

A factor matching of optimal tail between Poisson processes
por: Timar, Adam
Publicado: (2021)

Disordered systems and (subcritical) polynomial chaos with heavy-tail disorder
por: Gomez, Gaspard
Publicado: (2026)

Lower tail large deviations of the stochastic six vertex model
por: Das, Sayan, et al.
Publicado: (2024)

Right-tail asymptotics for products of independent normal random variables
por: Chvoinikov, Džiugas, et al.
Publicado: (2026)