Tail asymptotic of Weibull-type risks
arXiv:1405.2455 · doi:10.1080/02331888.2013.800520
Abstract
In this paper we derive the tail asymptotics of the product of two dependent Weibull-type risks, which is of interest in various statistical and applied probability problems. Our results extend some recent findings of Schlueter and Fischer (2012) and Bose et al. (2012).
arXiv commentIn press, Statistics
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