Asymptotics of random contractions (Q661266)

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Asymptotics of random contractions
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    title
    Asymptotics of random contractions (English)
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    author
    Enkelejd Hashorva
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    Anthony G. Pakes
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    Qi-he Tang
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    publication date
    10 February 2012
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    Mathematics Subject Classification ID
    91B30
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    60F05
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    60G70
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    91B25
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    zbMATH DE Number
    6004769
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    zbMATH Keywords
    random contractions
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    random scaling
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    conditional tail expectation
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    elliptical distributions
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    spherical distributions
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    subexponential distributions
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    Max-domain of attraction
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    risk aggregation
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    ruin probability
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