Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (Q2216948)
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scientific article; zbMATH DE number 7287566
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| English | Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions |
scientific article; zbMATH DE number 7287566 |
Statements
Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (English)
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18 December 2020
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subexponential distribution
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ruin probability
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multivariate random walk
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0.8461351990699768
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0.8234896659851074
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0.8179197907447815
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0.8150960206985474
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