Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925)
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scientific article; zbMATH DE number 7514848
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| English | Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory |
scientific article; zbMATH DE number 7514848 |
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Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (English)
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27 April 2022
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weak asymptotics
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randomly weighted sum
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conditional dependence
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dominant variation
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ruin probability
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0.9429538
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