Tail probabilities of random linear functions of regularly varying random vectors
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Publication:2093413
DOI10.1007/s10687-021-00432-4zbMath1501.60001arXiv1904.06824OpenAlexW4288373028WikidataQ114226492 ScholiaQ114226492MaRDI QIDQ2093413
Vicky Fasen-Hartmann, Bikramjit Das, Claudia Klüppelberg
Publication date: 8 November 2022
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.06824
Extreme value theory; extremal stochastic processes (60G70) Stochastic network models in operations research (90B15) Large deviations (60F10) Convergence of probability measures (60B10) Risk models (general) (91B05)
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