Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
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Publication:880855
zbMath1112.62123MaRDI QIDQ880855
Chun Su, Yong Zeng, Ding Cheng Wang
Publication date: 29 May 2007
Published in: Science in China. Series A (Search for Journal in Brave)
ruin probability; tail probabilities; heavy-tails; discount factor; dependent stochastic return; discrete time insurance risk model; maxima of randomly weighted sums; uniformly asymptotic estimate
62P05: Applications of statistics to actuarial sciences and financial mathematics
62G05: Nonparametric estimation
62G32: Statistics of extreme values; tail inference
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