Approximation of the tail probability of randomly weighted sums and applications (Q1004411)
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scientific article; zbMATH DE number 5527437
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| English | Approximation of the tail probability of randomly weighted sums and applications |
scientific article; zbMATH DE number 5527437 |
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Approximation of the tail probability of randomly weighted sums and applications (English)
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10 March 2009
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asymptotics
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regular variation
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upper tail dependence
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ruin probability
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stochastic difference equations
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0.8964236974716187
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0.8888896703720093
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0.887932300567627
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0.8857645392417908
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0.8827534317970276
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