Randomly weighted sums with dominated varying-tailed increments and application to risk theory (Q2511569)
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scientific article; zbMATH DE number 6325569
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| default for all languages | No label defined |
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| English | Randomly weighted sums with dominated varying-tailed increments and application to risk theory |
scientific article; zbMATH DE number 6325569 |
Statements
Randomly weighted sums with dominated varying-tailed increments and application to risk theory (English)
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6 August 2014
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randomly weighted sums
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dominant variation
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weak asymptotics
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upper tail independence
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ruin probability
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0.9007750153541564
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0.8983944058418274
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0.8983114957809448
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0.895992636680603
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