Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory (Q880855): Difference between revisions
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Revision as of 16:34, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory |
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Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory (English)
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29 May 2007
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dependent stochastic return
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discount factor
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heavy-tails
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discrete time insurance risk model
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maxima of randomly weighted sums
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ruin probability
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tail probabilities
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uniformly asymptotic estimate
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