Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787)
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scientific article; zbMATH DE number 6392127
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| English | Tail behavior of the sums of dependent and heavy-tailed random variables |
scientific article; zbMATH DE number 6392127 |
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Tail behavior of the sums of dependent and heavy-tailed random variables (English)
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29 January 2015
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dependence structures
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subexponential\(^\ast\) distributions
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asymptotic behavior
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partial sums
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random sums
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weighted sums
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ruin probability
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0.8897978067398071
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0.8849892020225525
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0.8826226592063904
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0.8805034160614014
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0.874180018901825
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