Asymptotics for tail probabilities of the sum and its maximum of extended negatively dependent and heavy-tailed random variables (Q5198280)
From MaRDI portal
!
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 7112292
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotics for tail probabilities of the sum and its maximum of extended negatively dependent and heavy-tailed random variables |
scientific article; zbMATH DE number 7112292 |
Statements
2 October 2019
0 references
extended negative dependence
0 references
consistently varying tailed distribution
0 references
long-tailed distribution
0 references
Monte Carlo simulation
0 references
discrete-time risk model
0 references
finite-time ruin probability
0 references
0.8910087943077087
0 references
0.8757041096687317
0 references
0.8718299269676208
0 references
0.8626310229301453
0 references
0.8620492219924927
0 references
