Asymptotics of convolution with the semi-regular-variation tail and its application to risk

Article

Abstract: In this paper, according to a certain criterion, we divide the exponential distribution class into s

Palabras claves:

60F99, Asymptotics, Convolution, Primary 60E07, Risk model, Ruin probability, Semi-regular-variation tail, Stochastic returns

Autores:

Cui Z., Edward A.M. Omey, Wang W., Wang Y.

Fuentes:

scopus