Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory (Q3458129)
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scientific article; zbMATH DE number 6517787
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| English | Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory |
scientific article; zbMATH DE number 6517787 |
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Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory (English)
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8 December 2015
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uniform asymptotics
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randomly weighted sums
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quasi upper-tail independence
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ruin probability
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0.895992636680603
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0.8696712255477905
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0.8611778616905212
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0.8560463190078735
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