排序方式: 共有1条查询结果,搜索用时 0 毫秒
1
1.
Aleksandras Baltrnas Claudia Klüppelberg 《Australian & New Zealand Journal of Statistics》2004,46(1):145-154
This paper presents a fine large‐deviations theory for heavy‐tailed distributions whose tails are heavier than exp(?√t and have finite second moment. Asymptotics for first passage times are derived. The results are applied to estimate the finite time ruin probabilities in insurance as well as the busy period in a GI/G/1 queueing model. 相似文献
1