Weighted sums of subexponential random variables and their maxima (Q5694155)
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scientific article; zbMATH DE number 2210937
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted sums of subexponential random variables and their maxima |
scientific article; zbMATH DE number 2210937 |
Statements
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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