Kakizawa, Yoshihide Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data. (English) Zbl 1480.62099 J. Multivariate Anal. 187, Article ID 104834, 20 p. (2022). MSC: 62H12 62G07 62G20 PDFBibTeX XMLCite \textit{Y. Kakizawa}, J. Multivariate Anal. 187, Article ID 104834, 20 p. (2022; Zbl 1480.62099) Full Text: DOI
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer Tail conditional moments for elliptical and log-elliptical distributions. (English) Zbl 1371.60041 Insur. Math. Econ. 71, 179-188 (2016). MSC: 60E05 91B30 62P05 PDFBibTeX XMLCite \textit{Z. Landsman} et al., Insur. Math. Econ. 71, 179--188 (2016; Zbl 1371.60041) Full Text: DOI
Kortschak, Dominik; Hashorva, Enkelejd Second order asymptotics of aggregated log-elliptical risk. (English) Zbl 1322.60037 Methodol. Comput. Appl. Probab. 16, No. 4, 969-985 (2014). MSC: 60F99 60G15 60G70 65C05 91B30 PDFBibTeX XMLCite \textit{D. Kortschak} and \textit{E. Hashorva}, Methodol. Comput. Appl. Probab. 16, No. 4, 969--985 (2014; Zbl 1322.60037) Full Text: DOI arXiv
Landsman, Zinoviy; Pat, Nika; Dhaene, Jan Tail variance premiums for log-elliptical distributions. (English) Zbl 1284.91247 Insur. Math. Econ. 52, No. 3, 441-447 (2013). MSC: 91B30 PDFBibTeX XMLCite \textit{Z. Landsman} et al., Insur. Math. Econ. 52, No. 3, 441--447 (2013; Zbl 1284.91247) Full Text: DOI
Kortschak, Dominik; Hashorva, Enkelejd Efficient simulation of tail probabilities for sums of log-elliptical risks. (English) Zbl 1270.91030 J. Comput. Appl. Math. 247, 53-67 (2013). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{D. Kortschak} and \textit{E. Hashorva}, J. Comput. Appl. Math. 247, 53--67 (2013; Zbl 1270.91030) Full Text: DOI arXiv
Hashorva, Enkelejd Exact tail asymptotics of aggregated parametrised risk. (English) Zbl 1258.91104 J. Math. Anal. Appl. 400, No. 1, 187-199 (2013). MSC: 91B30 PDFBibTeX XMLCite \textit{E. Hashorva}, J. Math. Anal. Appl. 400, No. 1, 187--199 (2013; Zbl 1258.91104) Full Text: DOI arXiv
Blanchet, Jose H.; Rojas-Nandayapa, Leonardo Efficient simulation of tail probabilities of sums of dependent random variables. (English) Zbl 1245.60048 J. Appl. Probab. 48A, Spec. Vol., 147-164 (2011). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 60G50 65C05 60G70 PDFBibTeX XMLCite \textit{J. H. Blanchet} and \textit{L. Rojas-Nandayapa}, J. Appl. Probab. 48A, 147--164 (2011; Zbl 1245.60048) Full Text: DOI
Valdez, Emiliano A.; Dhaene, Jan; Maj, Mateusz; Vanduffel, Steven Bounds and approximations for sums of dependent log-elliptical random variables. (English) Zbl 1162.91440 Insur. Math. Econ. 44, No. 3, 385-397 (2009). MSC: 91B30 91B28 62P05 PDFBibTeX XMLCite \textit{E. A. Valdez} et al., Insur. Math. Econ. 44, No. 3, 385--397 (2009; Zbl 1162.91440) Full Text: DOI Link
Díaz-García, José A.; Dominguez-Molina, José Ramón Some generalisations of Birnbaum-Saunders and sinh-normal distributions. (English) Zbl 1109.62036 Int. Math. Forum 1, No. 33-36, 1709-1727 (2006). MSC: 62H05 62E10 62N05 PDFBibTeX XMLCite \textit{J. A. Díaz-García} and \textit{J. R. Dominguez-Molina}, Int. Math. Forum 1, No. 33--36, 1709--1727 (2006; Zbl 1109.62036)
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca The tail probability of discount sums of Pareto-like losses in insurance. (English) Zbl 1144.91026 Scand. Actuar. J. 2005, No. 6, 446-461 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Scand. Actuar. J. 2005, No. 6, 446--461 (2005; Zbl 1144.91026) Full Text: DOI
Fang, Kai-Tai; Kotz, Samuel; Ng, Kai-Wang Symmetric multivariate and related distributions. (English) Zbl 0699.62048 Monographs on Statistics and Applied Probability, 36. London etc.: Chapman and Hall. x, 220 p. £32.50 (1990). Reviewer: R.Mentz MSC: 62H05 62-02 60-02 60E05 62H10 PDFBibTeX XMLCite \textit{K.-T. Fang} et al., Symmetric multivariate and related distributions. London etc.: Chapman and Hall (1990; Zbl 0699.62048)