Tail asymptotic of discounted aggregate claims with compound dependence under risky investment (Q5078281)
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scientific article; zbMATH DE number 7530626
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail asymptotic of discounted aggregate claims with compound dependence under risky investment |
scientific article; zbMATH DE number 7530626 |
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Tail asymptotic of discounted aggregate claims with compound dependence under risky investment (English)
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23 May 2022
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asymptotic independence
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heavy tail
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investment returns
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Lévy process
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one-sided linear process
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