Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q2325923)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory |
scientific article |
Statements
Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory (English)
0 references
4 October 2019
0 references
randomly weighted sum
0 references
dependence structure
0 references
subexponential distribution
0 references
consistently varying tail
0 references
tail probability
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
