On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862)
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scientific article; zbMATH DE number 7962639
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| English | On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures |
scientific article; zbMATH DE number 7962639 |
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On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (English)
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7 January 2025
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randomly weighted sum
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dependent random variable
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subexponential distribution
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risk measure
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numerical study
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0.9115638136863708
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0.8754061460494995
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0.8714897036552429
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0.8709827661514282
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