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Improved bounds on tails of convolutions of compound distributions: Application to ruin probabilities for the risk process perturbed by diffusion.

Stathis ChadjiconstantinidisPanos Xenos
Published in: J. Comput. Appl. Math. (2024)
Keyphrases
  • probability distribution
  • diffusion process
  • decision making
  • image processing
  • multiscale
  • lower bound
  • random variables
  • error bounds
  • risk management
  • anisotropic diffusion
  • heavy tails