Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Conditional tail expectation of randomly weighted sums with heavy-tailed distributions |
scientific article; zbMATH DE number 6515196
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Conditional tail expectation of randomly weighted sums with heavy-tailed distributions |
scientific article; zbMATH DE number 6515196 |
Statements
Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (English)
0 references
1 December 2015
0 references
randomly weighted sum
0 references
heavy-tailed distribution
0 references
Sarmanov copula
0 references
conditional tail expectation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
