Asymptotics for the partial sum and its maximum of dependent random variables
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Publication:2627903
DOI10.1007/s10986-017-9348-1zbMath1381.60073OpenAlexW2592480240MaRDI QIDQ2627903
Publication date: 1 June 2017
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-017-9348-1
finite-time ruin probabilitydiscrete-time risk modeldominated variationlong tailpairwise asymptotical independencepairwise upper extended negative dependence
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)
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