Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010): Difference between revisions

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Latest revision as of 22:23, 30 July 2024

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Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model
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    Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (English)
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    21 November 2022
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    second-order expansion
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    discrete-time risk model
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    tail probability of aggregate net loss
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    second-order subexponential distribution
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    Farlie-Gumbel-Morgenstern distribution
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