Tail asymptotics of random sum and maximum of log-normal risks (Q2452890)
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English | Tail asymptotics of random sum and maximum of log-normal risks |
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Tail asymptotics of random sum and maximum of log-normal risks (English)
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5 June 2014
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risk aggregation
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log-normal risks
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exact asymptotics
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Gaussian distribution
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product of random variables
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