On local asymptotics for a heavy-tailed random walk maximum with applications in insurance and queueing theory (Q2860220)
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scientific article; zbMATH DE number 6230588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On local asymptotics for a heavy-tailed random walk maximum with applications in insurance and queueing theory |
scientific article; zbMATH DE number 6230588 |
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19 November 2013
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random walk
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integrated tail distribution
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local subexponential distribution
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ruin probability
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0.92369044
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0.91357404
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0.9113064
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0.9022444
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0.8991618
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0.8911698
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On local asymptotics for a heavy-tailed random walk maximum with applications in insurance and queueing theory (English)
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