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The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails - MaRDI portal

The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails (Q645446)

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scientific article; zbMATH DE number 5971811
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English
The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails
scientific article; zbMATH DE number 5971811

    Statements

    The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails (English)
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    15 November 2011
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    asymptotics
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    discounted aggregate claims
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    heavy-tailed distribution
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    uniformity
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    correlation
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