Large deviations of heavy-tailed random sums in the risk models (Q1769490)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Large deviations of heavy-tailed random sums in the risk models
scientific article

    Statements

    Large deviations of heavy-tailed random sums in the risk models (English)
    0 references
    21 March 2005
    0 references
    renewal risk model
    0 references
    renewal counting process
    0 references
    extreme value theory
    0 references
    large deviation
    0 references
    heavy-tailed distribution
    0 references
    0 references

    Identifiers