Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
Property / author | |||
Property / author: Kam-Chuen Yuen / rank | |||
Property / author | |||
Property / author: Chuan-Cun Yin / rank | |||
Revision as of 14:06, 15 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables |
scientific article |
Statements
Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (English)
0 references
6 December 2012
0 references
asymptotic tail probability
0 references
copulas
0 references
heavy-tailed distributions
0 references
partial sums
0 references
risk processes
0 references