Multivariate subexponential distributions and their applications (Q291400): Difference between revisions
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Property / DOI: 10.1007/s10687-016-0242-8 / rank | |||
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Property / Mathematics Subject Classification ID: 60E05 / rank | |||
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Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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Property / Mathematics Subject Classification ID: 60G70 / rank | |||
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Property / zbMATH DE Number: 6589919 / rank | |||
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heavy tails | |||
Property / zbMATH Keywords: heavy tails / rank | |||
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subexponential distribution | |||
Property / zbMATH Keywords: subexponential distribution / rank | |||
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regular variation | |||
Property / zbMATH Keywords: regular variation / rank | |||
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multivariate | |||
Property / zbMATH Keywords: multivariate / rank | |||
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insurance portfolio | |||
Property / zbMATH Keywords: insurance portfolio / rank | |||
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ruin probability | |||
Property / zbMATH Keywords: ruin probability / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W2241383893 / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1509.05353 / rank | |||
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Property / cites work | |||
Property / cites work: Q4379506 / rank | |||
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Latest revision as of 13:31, 9 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Multivariate subexponential distributions and their applications |
scientific article |
Statements
Multivariate subexponential distributions and their applications (English)
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7 June 2016
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heavy tails
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subexponential distribution
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regular variation
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multivariate
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insurance portfolio
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ruin probability
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