On the distribution tail of the sum of the maxima of two randomly stopped sums in the presence of heavy tails (Q2279488)
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scientific article; zbMATH DE number 7143083
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| English | On the distribution tail of the sum of the maxima of two randomly stopped sums in the presence of heavy tails |
scientific article; zbMATH DE number 7143083 |
Statements
On the distribution tail of the sum of the maxima of two randomly stopped sums in the presence of heavy tails (English)
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12 December 2019
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random sums of random variables
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convolution tail
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convolution equivalence
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heavy-tailed distributions
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subexponential istributions
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principle of single big jump
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0.8613588809967041
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0.8497663140296936
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0.8361361622810364
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0.8299485445022583
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