Tail probability of a random sum with a heavy-tailed random number and dependent summands (Q495183): 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/10.1016/j.jmaa.2015.06.056 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W767250925 / rank | |||
Normal rank | |||
Revision as of 20:02, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail probability of a random sum with a heavy-tailed random number and dependent summands |
scientific article |
Statements
Tail probability of a random sum with a heavy-tailed random number and dependent summands (English)
0 references
9 September 2015
0 references
random sums
0 references
consistently varying tailed distribution
0 references
widely orthant dependence
0 references
finite-time ruin probability
0 references
