Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations of the tail probability of the product of dependent extremal random variables and applications |
scientific article |
Statements
Approximations of the tail probability of the product of dependent extremal random variables and applications (English)
0 references
15 April 2014
0 references
asymptotics
0 references
extreme value distribution
0 references
heavy-tailed distribution
0 references
multivariate Sarmanov distribution
0 references
quasi-asymptotically independent
0 references
ruin probabilities
0 references
0 references
0 references
0 references
0 references
