Tail probability of randomly weighted sums of subexponential random variables under a dependence structure (Q452892): Difference between revisions

@@ Property / author @@
-Yang Yang
@@ Property / author: Yang Yang / rank @@
-Normal rank
@@ Property / author @@
+Yang Yang
@@ Property / author: Yang Yang / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E05
@@ Property / Mathematics Subject Classification ID: 60E05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6083608
@@ Property / zbMATH DE Number: 6083608 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+subexponential distribution
@@ Property / zbMATH Keywords: subexponential distribution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+random weights
@@ Property / zbMATH Keywords: random weights / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail probability
@@ Property / zbMATH Keywords: tail probability / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2012.05.016
+Normal rank
@@ Property / OpenAlex ID @@
+W2000589152
@@ Property / OpenAlex ID: W2000589152 / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes on the discounted aggregate claims in a time dependent risk model
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5525727
@@ Property / cites work: Q5525727 / rank @@
+Normal rank
@@ Property / cites work @@
+Subexponentiality of the product of independent random variables
+Normal rank
@@ Property / cites work @@
+On a Theorem of Breiman and a Class of Random Difference Equations
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+The product of two dependent random variables with regularly varying or rapidly varying tails
+Normal rank
@@ Property / cites work @@
+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of subexponential random variables with application to ruin theory
+Normal rank
@@ Property / cites work @@
+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:452892