Distinguishing log-concavity from heavy tails
Year of publication: |
2017
|
---|---|
Authors: | Asmussen, Søren ; Lehtomaa, Jaakko |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 5.2017, 1, p. 1-14
|
Publisher: |
Basel : MDPI |
Subject: | heavy-tailed | log-concave | mean excess function | principle of a single big jump |
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