Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:25, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks |
scientific article |
Statements
Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (English)
0 references
22 September 2014
0 references
multivariate regularly variation
0 references
heavy-tailed increments
0 references
hitting rare set
0 references
Lyapunov inequality
0 references
