We investigate the asymptotic distribution of the number of exceedances among d identically distributed but not necessarily independent random variables (RVs) above a sequence of increasing thresholds ...
Asymptotic Probabilities of an Exceedance over Renewal Thresholds with an Application to Risk Theory
Let $(Y_{n}, N_{n})_{n\geq 1}$ be independent and identically distributed bivariate random variables such that the $N_{n}$ are positive with finite mean $\nu$ and the ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
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