The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (Q5430560)
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scientific article; zbMATH DE number 5220287
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| English | The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance |
scientific article; zbMATH DE number 5220287 |
Statements
The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (English)
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16 December 2007
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asymptotic
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(log)elliptical distribution
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(log)normal variance-mean mixed distribution
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Pareto-like distribution
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tail probability
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0.9049826
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0.8858214
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0.87745947
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0.8727596
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0.87065476
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0.8705304
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0.87052345
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