Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables |
scientific article |
Statements
Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (English)
0 references
6 December 2012
0 references
asymptotic tail probability
0 references
copulas
0 references
heavy-tailed distributions
0 references
partial sums
0 references
risk processes
0 references
