Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails (Q4981822): Difference between revisions
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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)
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25 June 2014
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consistently varying tails
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dominatedly varying tails
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investment return
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geometric Lévy process
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pairwise asymptotic independence
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uniformity
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