Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum (Q2373691): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.spl.2007.01.010 / rank
 
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Latest revision as of 12:12, 26 June 2024

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Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum
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    Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum (English)
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    16 July 2007
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    convergence of moments
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    functions of regular variation
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    Laplace transform
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    mixed Poisson process
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    Pareto-type distribution
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    risk measures
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