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Tail dependence and heavy tailedness in extreme risks

Insurance: Mathematics and Economics, 2021
Ken Seng Tan, Fan Yang
exaly  

Heavy and super-heavy tail analysis

2012
In this chapter we summarize results in extreme value theory, which are primarily based on the condition that the upper tail of the underlying df is in the δ-neighborhood of a generalized Pareto distribution (GPD). This condition, which looks a bit restrictive at first sight (see Section 2.2), is however essentially equivalent to the condition that ...
Fraga Alves, Isabel   +2 more
openaire   +1 more source

Bizarre tail weaponry in a transitional ankylosaur from subantarctic Chile

Nature, 2021
Sergio Soto-Acuña   +2 more
exaly  

Fractional Reproduction-Dispersal Equations and Heavy Tail Dispersal Kernels

Bulletin of Mathematical Biology, 2007
B. Baeumer, M. Kovács, M. Meerschaert
semanticscholar   +1 more source

When Do Heavy-Tail Distributions Help?

Parallel Problem Solving from Nature, 2006
N. Hansen   +3 more
semanticscholar   +1 more source

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