Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tail behavior of supremum of a random walk when Cramér's condition fails |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail behavior of supremum of a random walk when Cramér's condition fails |
scientific article |
Statements
Tail behavior of supremum of a random walk when Cramér's condition fails (English)
0 references
27 February 2015
0 references
random walk
0 references
supremum
0 references
exponential distribution class
0 references
O-subexponential distribution class
0 references
asymptotic estimate
0 references
renewal risk model
0 references
ruin probability
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
