Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (Q2216948): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions |
scientific article |
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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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