Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110)
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scientific article; zbMATH DE number 6390154
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| English | Randomly weighted sums of subexponential random variables with application to capital allocation |
scientific article; zbMATH DE number 6390154 |
Statements
Randomly weighted sums of subexponential random variables with application to capital allocation (English)
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23 January 2015
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asymptotics
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capital allocation
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Matuszewska indices
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randomly weighted sum
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subexponentiality
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0.8722404837608337
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0.8696452975273132
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0.8693816661834717
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0.8661742210388184
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