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math.PR2013
Maxima of Skew Elliptical Triangular Arrays
Enkelejd Hashorva, Chengxiu Ling
In this paper we investigate the asymptotic behaviour of the componentwise maxima for two bivariate skew elliptical triangular arrays with components given in terms of skew transfo…
math.PR2013
Tail Asymptotics of Deflated Risks
E. Hashorva, C. Ling, Z. Peng
Random deflated risk models have been considered in recent literatures. In this paper, we investigate second-order tail behavior of the deflated risk X=RS under the assumptions of…