Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (Q2979013)

From MaRDI portal
Revision as of 17:50, 13 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model
scientific article

    Statements

    Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (English)
    0 references
    0 references
    0 references
    2 May 2017
    0 references
    discounted aggregate claims
    0 references
    dominatedly varying tail
    0 references
    long tail
    0 references
    time-dependent risk model
    0 references
    uniformity
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references