Alles van: J.L. Geluk
Resultaat 1 - 17 (van 17)
J.L. Geluk | L. de Haan | Casper G. de Vries Weak & strong financial fragility
Non-fictie
Engels | 47 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2007
Gedrukt boek
J.L. Geluk | Casper G. de Vries Weighted sums of sub-exponential random variables and asymptotic dependence between returns on reinsurance equities
Non-fictie
Engels | 25 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2004
Gedrukt boek
J.L. Geluk | L. de Haan On bootstrap sample size in extreme value theory
Non-fictie
Engels | 5 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 2002
Gedrukt boek
J.L. Geluk | L. Peng Edgeworth expansion for student's t-statistic without third moment
Non-fictie
Engels | 10 pagina's | Econometric Institute, Rotterdam | 2001
Gedrukt boek
J.L. Geluk | L. Peng | Casper G. de Vries Convolutions of heavy tailed random variables and applications to portfolio diversification and MA(1) time series
Non-fictie
Engels | 22 pagina's | EURANDOM, Eindhoven | 2000
Gedrukt boek
J.L. Geluk | L. Peng An adaptive optimal estimate of the tail index for MA(1) time series
Non-fictie
Engels | 13 pagina's | Econometric Institute, Rotterdam | 1999
Gedrukt boek
J.L. Geluk | L. Peng Second order regular variation and the domain of attraction of stable distributions
Non-fictie
Engels | 18 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1998
Gedrukt boek
J.L. Geluk | L. de Haan Stable probability and their domains of attraction
a direct approach
Non-fictie
Engels | 21 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1997
Gedrukt boek
J.L. Geluk A renewal theorem in the finite mean case
Non-fictie
Engels | 9 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1996
Gedrukt boek
J.L. Geluk On the domain of attraction of exp(-(exp(-x))
Non-fictie
Engels | 6 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1995
Gedrukt boek
J.L. Geluk Tails of subordinated laws
the regularly varying case
Non-fictie
Engels | 19 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1994
Gedrukt boek
J.L. Geluk Asymptotic behaviour of the convolution tail of distributions each having a first or second order regularly varying tail
Non-fictie
Engels | 21 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1993
Gedrukt boek
J.L. Geluk Subexponentiality with remainder
Non-fictie
Engels | 19 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1992
Gedrukt boek
J.L. Geluk | L. de Haan Regular variation, extensions and Tauberian theorems
Non-fictie
Engels | 131 pagina's | Econometric Institute, Rotterdam | 2000
Gedrukt boek
J.L. Geluk Abelian and Tauberian theorems for O-regularly varying functions
Non-fictie
Engels | Erasmus University, Rotterdam | 1984
Gedrukt boek
J.L. Geluk On regular variation and its application in number theory
Non-fictie
Engels | 194 pagina's | 1983
Gedrukt boek
J.L. Geluk | L. de Haan | U. Stadtmüller A Tauberian theorem of exponential type
Engels | 21 pagina's | Erasmus University, Rotterdam | 1983
Gedrukt boek