Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787): Difference between revisions

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Property / author
 
Property / author: Chang Jun Yu / rank
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Property / author
 
Property / author: Yue-bao Wang / rank
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Property / author
 
Property / author: Dong Ya Cheng / rank
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Property / author
 
Property / author: Chang Jun Yu / rank
 
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Property / author
 
Property / author: Yue-bao Wang / rank
 
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Property / author
 
Property / author: Dong Ya Cheng / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jkss.2014.04.002 / rank
 
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Latest revision as of 15:11, 9 July 2024

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Tail behavior of the sums of dependent and heavy-tailed random variables
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    Tail behavior of the sums of dependent and heavy-tailed random variables (English)
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    29 January 2015
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    dependence structures
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    subexponential\(^\ast\) distributions
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    asymptotic behavior
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    partial sums
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    random sums
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    weighted sums
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    ruin probability
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