Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999): Difference between revisions

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Latest revision as of 09:35, 8 July 2024

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Approximations of the tail probability of the product of dependent extremal random variables and applications
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    Approximations of the tail probability of the product of dependent extremal random variables and applications (English)
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    15 April 2014
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    asymptotics
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    extreme value distribution
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    heavy-tailed distribution
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    multivariate Sarmanov distribution
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    quasi-asymptotically independent
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    ruin probabilities
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