Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (Q2216948): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3030187554 / rank | |||
Normal rank | |||
Revision as of 21:40, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions |
scientific article |
Statements
Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (English)
0 references
18 December 2020
0 references
subexponential distribution
0 references
ruin probability
0 references
multivariate random walk
0 references
