Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (Q2216948)
From MaRDI portal
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
