Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G50 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6390144 / rank | |||
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second order asymptotics | |||
| Property / zbMATH Keywords: second order asymptotics / rank | |||
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partial sums | |||
| Property / zbMATH Keywords: partial sums / rank | |||
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tail probabilities | |||
| Property / zbMATH Keywords: tail probabilities / rank | |||
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subexponentiality | |||
| Property / zbMATH Keywords: subexponentiality / rank | |||
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ruin probability | |||
| Property / zbMATH Keywords: ruin probability / rank | |||
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Revision as of 21:02, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory |
scientific article |
Statements
Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (English)
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23 January 2015
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second order asymptotics
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partial sums
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tail probabilities
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subexponentiality
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ruin probability
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