Tail probability of a random sum with a heavy-tailed random number and dependent summands (Q495183)
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scientific article; zbMATH DE number 6479719
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| English | Tail probability of a random sum with a heavy-tailed random number and dependent summands |
scientific article; zbMATH DE number 6479719 |
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Tail probability of a random sum with a heavy-tailed random number and dependent summands (English)
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9 September 2015
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random sums
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consistently varying tailed distribution
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widely orthant dependence
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finite-time ruin probability
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