An asymptotic expansion for the tail of compound sums of Burr distributed random variables


Autoria(s): Kortschak D.; Albrecher H.
Data(s)

2010

Identificador

http://serval.unil.ch/?id=serval:BIB_E6C5832D5880

http://my.unil.ch/serval/document/BIB_E6C5832D5880.pdf

http://nbn-resolving.org/urn/resolver.pl?urn=urn:nbn:ch:serval-BIB_E6C5832D58800

Idioma(s)

en

Direitos

info:eu-repo/semantics/openAccess

Fonte

Statistics and Probability Letters, vol. 80, no. 7-8, pp. 612-620

Tipo

info:eu-repo/semantics/article

article