Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (Q2216948): Difference between revisions

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Property / DOI: 10.1016/j.spl.2020.108871 / rank
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Property / arXiv ID: 2005.12637 / rank
 
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Latest revision as of 12:50, 17 December 2024

scientific article
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Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions
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    Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (English)
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    18 December 2020
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    subexponential distribution
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    ruin probability
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    multivariate random walk
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