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Property / full work available at URL: https://doi.org/10.1016/j.jmaa.2015.06.056 / rank
 
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Latest revision as of 17:29, 10 July 2024

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Tail probability of a random sum with a heavy-tailed random number and dependent summands
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    Tail probability of a random sum with a heavy-tailed random number and dependent summands (English)
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    9 September 2015
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    random sums
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    consistently varying tailed distribution
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    widely orthant dependence
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    finite-time ruin probability
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