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Characterization of a general class of tail probability distributions
ArticleAbstract: Recently, new classes of positive and measurable functions, M(ρ) and M(±∞), have been defined in terPalabras claves:Karamata functions, Laplace transform, Probability distribution, Regularly varying function, Semi-exponential tail distributionAutores:Edward A.M. Omey, Kratz M., Meitner CadenaFuentes:scopusNew results for tails of probability distributions according to their asymptotic decay
ArticleAbstract: This paper provides new properties for tails of probability distributions belonging to a class definPalabras claves:Asymptotic behavior, Fréchet, Gumbel, Maximum domains of attraction, Pickands-Balkema-de Haan Theorem, Regularly varying functionAutores:Kratz M., Meitner CadenaFuentes:scopusOn Functions Bounded by Karamata Functions
ArticleAbstract: We define a new class of positive and measurable functions that are bounded by regularly varying funPalabras claves:Autores:Edward A.M. Omey, Kratz M., Meitner CadenaFuentes:scopusOn the order of functions at infinity
ArticleAbstract: We define a new class of positive and measurable functions in terms of their asymptotic behavior atPalabras claves:Karamata's Tauberian theorem, Karamata's theorem, Regular variation, Representation theoremsAutores:Edward A.M. Omey, Kratz M., Meitner CadenaFuentes:scopusModeling macroeconomic effects and expert judgments in operational risk: A Bayesian approach
ArticleAbstract: In this paper we discuss operational risk modeling and consider a general Bayesian context incorporaPalabras claves:Autores:Franklin Mosquera Muñoz, Holger. Capa Santos, Kratz M.Fuentes:scopus