Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails (Q4981822): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/15326349.2014.900389 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2075458657 / rank | |||
Normal rank | |||
Revision as of 21:21, 19 March 2024
scientific article; zbMATH DE number 6308328
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails |
scientific article; zbMATH DE number 6308328 |
Statements
Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails (English)
0 references
25 June 2014
0 references
consistently varying tails
0 references
dominatedly varying tails
0 references
investment return
0 references
geometric Lévy process
0 references
pairwise asymptotic independence
0 references
uniformity
0 references
