Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010): Difference between revisions
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Revision as of 17:05, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model |
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Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (English)
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21 November 2022
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second-order expansion
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discrete-time risk model
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tail probability of aggregate net loss
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second-order subexponential distribution
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Farlie-Gumbel-Morgenstern distribution
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