Large deviations results for subexponential tails, with applications to insurance risk (Q1374626): Difference between revisions

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Latest revision as of 08:58, 30 July 2024

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Large deviations results for subexponential tails, with applications to insurance risk
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    Large deviations results for subexponential tails, with applications to insurance risk (English)
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    10 December 1997
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    conditioned limit theorem
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    downwards skip-free process
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    excursion
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    extreme value theory
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    insurance risk
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    integrated tail
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    maximum domain of attraction
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    path decomposition
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    random walk
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    regular variation
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    ruin probability
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    subexponential distribution
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    total variation convergence
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