Tail behavior of weighted sums of order statistics of dependent risks (Q4981883)
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scientific article; zbMATH DE number 6417974
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| English | Tail behavior of weighted sums of order statistics of dependent risks |
scientific article; zbMATH DE number 6417974 |
Statements
Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks (English)
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20 March 2015
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aggregated risk
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Gumbel max-domain of attraction
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long-tailed distribution
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Mitra-Resnick conditions
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weighted sums
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0.8423056602478027
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0.8399220108985901
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0.8374168872833252
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0.8351914882659912
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