The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails (Q645446)
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scientific article; zbMATH DE number 5971811
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| English | The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails |
scientific article; zbMATH DE number 5971811 |
Statements
The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails (English)
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15 November 2011
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asymptotics
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discounted aggregate claims
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heavy-tailed distribution
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uniformity
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correlation
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0.9399732947349548
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0.8882299065589905
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0.8224207162857056
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0.8165383338928223
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