This is a preview. Log in through your library . Abstract In this paper we present novel results for di screte-ti me and Markovian continuous-time multitype branching processes. As a population ...

We investigate the asymptotic distribution of the number of exceedances among d identically distributed but not necessarily independent random variables (RVs) above a sequence of increasing thresholds ...

Generally, when calculating value-at-risk (VaR), little importance is attached to extreme losses because they do not adequately reflect the skewness and kurtosis of the distribution. Moreover, ...