Weighted sums of subexponential random variables and their maxima (Q5694155): Difference between revisions

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Revision as of 22:54, 5 March 2024

scientific article; zbMATH DE number 2210937
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English
Weighted sums of subexponential random variables and their maxima
scientific article; zbMATH DE number 2210937

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    Weighted sums of subexponential random variables and their maxima (English)
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    29 September 2005
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    subexponentiality
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    Matuszewska index
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    tail probability
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    ruin probability
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    discounted loss
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