Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430)
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scientific article; zbMATH DE number 6996091
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| default for all languages | No label defined |
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| English | Asymptotics of convolution with the semi-regular-variation tail and its application to risk |
scientific article; zbMATH DE number 6996091 |
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Asymptotics of convolution with the semi-regular-variation tail and its application to risk (English)
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20 December 2018
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semi-regular-variation tail
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convolution
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asymptotics
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risk model
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stochastic returns
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ruin probability
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0.8120032548904419
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0.8043410778045654
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0.7769345641136169
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0.7756902575492859
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0.7733439803123474
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