Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:34, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Tail behavior of the product of two dependent random variables with applications to risk theory |
scientific article |
Statements
Tail behavior of the product of two dependent random variables with applications to risk theory (English)
0 references
25 January 2016
0 references
bivariate Sarmanov distribution
0 references
product
0 references
regular variation
0 references
finite-time and infinite-time ruin probabilities
0 references