Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables (Q2113622)
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scientific article; zbMATH DE number 7488664
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| English | Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables |
scientific article; zbMATH DE number 7488664 |
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Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables (English)
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14 March 2022
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tail probability
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randomly weighted sum
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strong subexponential distribution
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dependence structure
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0.9135876893997192
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0.9056134819984436
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0.9051372408866882
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0.9007293581962584
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0.8916462659835815
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