Multivariate subexponential distributions and their applications (Q291400)

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Multivariate subexponential distributions and their applications
scientific article

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    title
    Multivariate subexponential distributions and their applications (English)
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    author
    Gennady Samorodnitsky
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    Julian Sun
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    published in
    Extremes
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    publication date
    7 June 2016
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    Mathematics Subject Classification ID
    60E05
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    91B30
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    60G70
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    zbMATH DE Number
    6589919
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    zbMATH Keywords
    heavy tails
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    subexponential distribution
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    regular variation
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    multivariate
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    insurance portfolio
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    ruin probability
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    OpenAlex ID
    W2241383893
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    arXiv ID
    1509.05353
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