Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118)
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scientific article; zbMATH DE number 7027432
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| English | Expectation of the truncated randomly weighted sums with dominatedly varying summands |
scientific article; zbMATH DE number 7027432 |
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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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0.8681329488754272
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0.8566880822181702
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0.8490147590637207
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0.8467623591423035
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0.8437195420265198
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