Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569): Difference between revisions

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+https://doi.org/10.1016/j.spl.2015.05.016
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+W633194157
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+Asymptotics for risk capital allocations based on conditional tail expectation
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+The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance
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+Randomly weighted sums with dominated varying-tailed increments and application to risk theory
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+Tail Behavior of Randomly Weighted Sums
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+Approximation of the tail probability of randomly weighted sums and applications
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