Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118): Difference between revisions

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Revision as of 04:28, 5 March 2024

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Expectation of the truncated randomly weighted sums with dominatedly varying summands
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    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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