A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory (Q2463944)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory |
scientific article |
Statements
A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory (English)
0 references
7 December 2007
0 references
dependent step
0 references
heavy tail
0 references
negative drift random walk
0 references
tail balance condition
0 references
ultimate ruin probability
0 references
0.8988872
0 references
0.8925878
0 references
0.8824419
0 references
0.86712956
0 references
0.86600053
0 references
