Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452)
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scientific article; zbMATH DE number 6112848
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| English | Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables |
scientific article; zbMATH DE number 6112848 |
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Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (English)
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6 December 2012
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asymptotic tail probability
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copulas
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heavy-tailed distributions
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partial sums
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risk processes
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0.8887952566146851
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0.8826226592063904
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0.8729028701782227
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0.8702266812324524
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0.8652499318122864
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