Tail asymptotic of Weibull-type risks
classification
🧮 math.PR
keywords
riskstailweibull-typeappliedasymptoticasymptoticsbosedependent
read the original abstract
In this paper we derive the tail asymptotics of the product of two dependent Weibull-type risks, which is of interest in various statistical and applied probability problems. Our results extend some recent findings of Schlueter and Fischer (2012) and Bose et al. (2012).
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.