Refinements of bounds for tails of compound distributions and ruin probabilities.
Stathis ChadjiconstantinidisPanos XenosPublished in: Appl. Math. Comput. (2022)
Keyphrases
- probability distribution
- heavy tails
- large deviations
- class conditional
- lower bound
- upper bound
- upper and lower bounds
- heavy tailed
- random variables
- transition probabilities
- bayesian networks
- marginal probabilities
- markov chain
- worst case
- probability density
- probability density function
- probability theory
- kullback leibler divergence
- error bounds
- long tail
- multi class
- probability functions
- data sets