Statistics and Its Interface

Volume 7 (2014)

Number 3

Special Issue on Extreme Theory and Application (Part I)

Guest Editors: Yazhen Wang and Zhengjun Zhang


Pricing synthetic CDO with MGB2 distribution

Qiurong Cui and Yong Ma

pp. 309-318

Copula function’s concentration set and its concentrated partition

Lujun Li, Yijun Wu, and Jingping Yang

pp. 319-329

Berman’s inequality under random scaling

Enkelejd Hashorva and Zhichao Weng

pp. 339-349

Gaussian approximation of perturbed chi-square risks

Krzysztof Debicki, Enkelejd Hashorva, and Lanpeng Ji

pp. 363-373