3 citations · 4 across the 3 of their papers we have counts for
3 papers
math.PR2014★ 1 cited
Tauberian Theory for Multivariate Regularly Varying Distributions with Application to Preferential Attachment Networks
Sidney Resnick, Gennady Samorodnitsky
Abel-Tauberian theorems relate power law behavior of distributions and their transforms. We formulate and prove a multivariate version for non-standard regularly varying measures o…
math.PR2014★ 3 cited
Generation and Detection of Multivariate Regular Variation and Hidden Regular Variation
Bikramjit Das, Sidney Resnick
We review definitions of multivariate regular variation (MRV) and hidden regular variation (HRV) for distributions of random vectors and then summarize methods for generating model…
q-fin.GN2010
Modeling total expenditure on warranty claims
Abhimanyu Mitra, Sidney I. Resnick
We approximate the distribution of total expenditure of a retail company over warranty claims incurred in a fixed period [0, T], say the following quarter. We consider two kinds of…