Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:28, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail behavior of supremum of a random walk when Cramér's condition fails |
scientific article |
Statements
Tail behavior of supremum of a random walk when Cramér's condition fails (English)
0 references
27 February 2015
0 references
random walk
0 references
supremum
0 references
exponential distribution class
0 references
O-subexponential distribution class
0 references
asymptotic estimate
0 references
renewal risk model
0 references
ruin probability
0 references
