Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209)
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scientific article; zbMATH DE number 7528702
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| English | Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima |
scientific article; zbMATH DE number 7528702 |
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Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (English)
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18 May 2022
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randomly weighted sum
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second order asymptotics
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tail probability
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subexponential distribution
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heavy-tailed distribution
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ruin probability
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0.9040765166282654
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0.8777167797088623
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0.8767940402030945
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0.8742537498474121
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