On the distribution tail of the sum of the maxima of two randomly stopped sums in the presence of heavy tails (Q2279488)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution tail of the sum of the maxima of two randomly stopped sums in the presence of heavy tails |
scientific article |
Statements
On the distribution tail of the sum of the maxima of two randomly stopped sums in the presence of heavy tails (English)
0 references
12 December 2019
0 references
random sums of random variables
0 references
convolution tail
0 references
convolution equivalence
0 references
heavy-tailed distributions
0 references
subexponential istributions
0 references
principle of single big jump
0 references
0 references
0 references
