A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory (Q2463944)
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scientific article; zbMATH DE number 5218591
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| English | A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory |
scientific article; zbMATH DE number 5218591 |
Statements
A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory (English)
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7 December 2007
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dependent step
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heavy tail
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negative drift random walk
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tail balance condition
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ultimate ruin probability
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0.92133427
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0.8988872
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0.8925878
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0.8864285
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0.8824419
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0.86712956
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0.86600053
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