Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132): Difference between revisions

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Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks
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    Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (English)
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    22 September 2014
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    multivariate regularly variation
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    heavy-tailed increments
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    hitting rare set
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    Lyapunov inequality
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