论文标题
一类多元重型分布的废墟概率的精确渐近造型
Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions
论文作者
论文摘要
本文研究了以重量增量的多变量随机步行的破坏概率的渐近近似。在我们的假设下，增量的分布与多元次指数性紧密连接，并且在组件之间的依赖性依赖性。关键字：次指定分布，破坏概率，多元随机步行
This article studies asymptotic approximations of ruin probabilities of multivariate random walks with heavy-tailed increments. Under our assumptions, the distributions of the increments are closely connected to multivariate subexponentiality and admit dependence between components. Keywords: subexponential distribution, ruin probability, multivariate random walk
