Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expectation of the truncated randomly weighted sums with dominatedly varying summands |
scientific article |
Statements
Expectation of the truncated randomly weighted sums with dominatedly varying summands (English)
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22 February 2019
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truncated distribution
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asymptotic bound
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tail expectation
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random weight
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dominatedly varying distribution
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quasiasymptotic independence
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value at risk
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conditional tail expectation
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