Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (Q2979013)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model |
scientific article; zbMATH DE number 6710438
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model |
scientific article; zbMATH DE number 6710438 |
Statements
Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (English)
0 references
2 May 2017
0 references
discounted aggregate claims
0 references
dominatedly varying tail
0 references
long tail
0 references
time-dependent risk model
0 references
uniformity
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9399732947349548
0 references
0.8964788913726807
0 references
0.8567410111427307
0 references
0.841763436794281
0 references
