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subexponentiality

noun

subexponentiality

noun

Etymology From sub- + exponentiality.

1

The quality of being subexponential.

  • We compare this definition with the two existing notions of multivariate subexponentiality, and compute the asymptotic behaviour of the ruin probability in the context of an insurance portfolio, when multivariate subexponentiality holds.2015, Gennady Samorodnitsky, Julian Sun, “Multivariate Subexponential Distributions and Their Applications”, in arXiv:

Entry derived from the Wiktionary, under licence CC BY-SA 4.0 — list of authors.