The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (Q5430560)
From MaRDI portal
scientific article; zbMATH DE number 5220287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance |
scientific article; zbMATH DE number 5220287 |
Statements
The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (English)
0 references
16 December 2007
0 references
asymptotic
0 references
(log)elliptical distribution
0 references
(log)normal variance-mean mixed distribution
0 references
Pareto-like distribution
0 references
tail probability
0 references
