Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples (Q2322666)
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scientific article; zbMATH DE number 7101664
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| English | Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples |
scientific article; zbMATH DE number 7101664 |
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Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples (English)
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5 September 2019
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randomly weighted sum
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second order expansions
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tail probability
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regular variation
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heavy-tailed distribution
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ruin probability
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0.9040765166282654
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0.8793407082557678
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0.8670254945755005
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0.8603149652481079
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