Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132)
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scientific article; zbMATH DE number 6347042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks |
scientific article; zbMATH DE number 6347042 |
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Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (English)
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22 September 2014
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multivariate regularly variation
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heavy-tailed increments
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hitting rare set
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Lyapunov inequality
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