Tail asymptotics of random sum and maximum of log-normal risks (Q2452890)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6301107
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Tail asymptotics of random sum and maximum of log-normal risks |
scientific article; zbMATH DE number 6301107 |
Statements
Tail asymptotics of random sum and maximum of log-normal risks (English)
0 references
5 June 2014
0 references
risk aggregation
0 references
log-normal risks
0 references
exact asymptotics
0 references
Gaussian distribution
0 references
product of random variables
0 references
0 references
0 references
0.8295812010765076
0 references
0.8077037930488586
0 references
0.797654926776886
0 references
0.7972160577774048
0 references
0.7963261604309082
0 references
