83 citations · 127 across the 25 of their papers we have counts for
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math.CA2017
New results on the order of functions at infinity
Meitner Cadena, Marie Kratz, Edward Omey
Recently, new classes of positive and measurable functions, and , have been defined in terms of their asymptotic behaviour at infinity, wh…
math.PR2017★ 2 cited
Risk concentration under second order regular variation
Bikramjit Das, Marie Kratz
Measures of risk concentration and their asymptotic behavior for portfolios with heavy-tailed risk factors is of interest in risk management. Second order regular variation is a st…