Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10959-021-01143-z / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W4206675951 / rank | |||
Normal rank |
Latest revision as of 20:12, 19 March 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 |
scientific article |
Statements
Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (English)
0 references
21 November 2022
0 references
second-order expansion
0 references
discrete-time risk model
0 references
tail probability of aggregate net loss
0 references
second-order subexponential distribution
0 references
Farlie-Gumbel-Morgenstern distribution
0 references