Extremal Subexponentiality in Ruin Probabilities (Q3098927)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal Subexponentiality in Ruin Probabilities |
scientific article |
Statements
Extremal Subexponentiality in Ruin Probabilities (English)
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18 November 2011
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ergodicity condition
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explosive behavior
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heavy-tailed distributions
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heavytailedness parameters
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