Randomly weighted sums of subexponential random variables with application to ruin theory (Q1880889): Difference between revisions
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| Property / author: G. Sh. Tsitsiashvili / rank | |||
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Latest revision as of 08:26, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomly weighted sums of subexponential random variables with application to ruin theory |
scientific article |
Statements
Randomly weighted sums of subexponential random variables with application to ruin theory (English)
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24 September 2004
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asymptotics
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dominated variation
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ruin probability
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subexponentiality
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uniformity
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heavy tailed distributions
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