Multivariate subexponential distributions and their applications (Q291400): Difference between revisions

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Property / Mathematics Subject Classification ID: 91B30 / rank
 
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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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Revision as of 20:52, 27 June 2023

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Multivariate subexponential distributions and their applications
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    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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