Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations of the tail probability of the product of dependent extremal random variables and applications |
scientific article |
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Approximations of the tail probability of the product of dependent extremal random variables and applications (English)
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15 April 2014
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asymptotics
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extreme value distribution
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heavy-tailed distribution
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multivariate Sarmanov distribution
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quasi-asymptotically independent
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ruin probabilities
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