Multivariate subexponential distributions and their applications (Q291400)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate subexponential distributions and their applications |
scientific article |
Statements
Multivariate subexponential distributions and their applications (English)
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7 June 2016
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heavy tails
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subexponential distribution
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regular variation
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multivariate
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insurance portfolio
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ruin probability
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0.8825953006744385
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0.8234896659851074
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0.8183466196060181
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0.8059302568435669
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0.8037376403808594
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