Tail asymptotic of discrete-time risk model with compound dependence and numerical simulation (Q5075221)
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scientific article; zbMATH DE number 7524826
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| English | Tail asymptotic of discrete-time risk model with compound dependence and numerical simulation |
scientific article; zbMATH DE number 7524826 |
Statements
10 May 2022
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one-sided linear process
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pairwise asymptotically independent
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heavy tailed
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numerical simulation
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0.9173094034194946
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0.8903474807739258
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0.8717841506004333
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