An Example of a Heavy Tailed Distribution

We study some properties of the distribution function of a random variable of the form X=CD, where C and D are independent random variables. We assume that C is absolutely continuous and limited to afinite interval, such that its probability density function has definite limits a...

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Bibliografiska uppgifter
I publikationen:Matemáticas: Enseñanza Universitaria
Huvudupphovsman: Norman Giraldo Gómez
Materialtyp: Artigo
Språk:Inglês
Publicerad: Escuela Regional de Matemáticas 2005
Ämnen:
Física, Astronomía y Matemáticas
Regular variation
probability of ruin
heavy tailed distributions
subexponential distributions
decreasing hazard rate function
Länkar:https://www.redalyc.org/articulo.oa?id=46800105
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