Multivariate subexponential distributions and their applications (Q291400)
From MaRDI portal
!
WARNING
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 6589919
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate subexponential distributions and their applications |
scientific article; zbMATH DE number 6589919 |
Statements
Multivariate subexponential distributions and their applications (English)
0 references
7 June 2016
0 references
heavy tails
0 references
subexponential distribution
0 references
regular variation
0 references
multivariate
0 references
insurance portfolio
0 references
ruin probability
0 references
0 references
0.8825953006744385
0 references
0.8234896659851074
0 references
0.8183466196060181
0 references
0.8059302568435669
0 references
0.8037376403808594
0 references
