Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923)
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scientific article; zbMATH DE number 7113578
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| English | Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory |
scientific article; zbMATH DE number 7113578 |
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Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (English)
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4 October 2019
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randomly weighted sum
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dependence structure
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subexponential distribution
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consistently varying tail
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tail probability
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0.9113835096359252
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0.9019007682800292
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0.9007293581962584
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0.8897978067398071
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0.88359534740448
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