Large deviations results for subexponential tails, with applications to insurance risk (Q1374626): Difference between revisions
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Revision as of 06:34, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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