Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation (Q5031693)
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scientific article; zbMATH DE number 7474721
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| English | Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation |
scientific article; zbMATH DE number 7474721 |
Statements
Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation (English)
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16 February 2022
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asymptotic
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conditional tail expectation
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heavy-tailed distribution
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randomly weighted sum
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0.9273318648338318
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0.8536730408668518
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0.8529683351516724
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0.8526579141616821
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0.8512539267539978
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