Randomly weighted sums of subexponential random variables with application to ruin theory (Q1880889)
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scientific article; zbMATH DE number 2102872
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| English | Randomly weighted sums of subexponential random variables with application to ruin theory |
scientific article; zbMATH DE number 2102872 |
Statements
Randomly weighted sums of subexponential random variables with application to ruin theory (English)
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24 September 2004
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asymptotics
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dominated variation
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ruin probability
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subexponentiality
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uniformity
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heavy tailed distributions
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0.937330424785614
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0.910298228263855
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0.9054219126701356
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0.8722404837608337
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0.8669737577438354
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