Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569)
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scientific article; zbMATH DE number 6515196
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| English | Conditional tail expectation of randomly weighted sums with heavy-tailed distributions |
scientific article; zbMATH DE number 6515196 |
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Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (English)
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1 December 2015
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randomly weighted sum
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heavy-tailed distribution
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Sarmanov copula
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conditional tail expectation
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0.9273318648338318
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0.843937873840332
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0.8336349725723267
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0.831108033657074
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