The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance
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Publication:3114569
DOI10.1080/07362994.2011.610163zbMath1232.62136MaRDI QIDQ3114569
Kai Wang Ng, Yiqing Chen, Kam-Chuen Yuen
Publication date: 19 February 2012
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/143789
62P05: Applications of statistics to actuarial sciences and financial mathematics
62E99: Statistical distribution theory
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