Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotics of convolution with the semi-regular-variation tail and its application to risk |
scientific article |
Statements
Asymptotics of convolution with the semi-regular-variation tail and its application to risk (English)
0 references
20 December 2018
0 references
semi-regular-variation tail
0 references
convolution
0 references
asymptotics
0 references
risk model
0 references
stochastic returns
0 references
ruin probability
0 references