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Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes - MaRDI portal

Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes (Q5028925)

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scientific article; zbMATH DE number 7472379
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Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes
scientific article; zbMATH DE number 7472379

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    Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes (English)
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    11 February 2022
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    discounted aggregate claims
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    upper tail asymptotic independent claims
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    dominatedly varying tail
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    Lévy process
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