Randomly weighted sums of dependent subexponential random variables
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Publication:392984
DOI10.1007/s10986-011-9149-xzbMath1322.60076MaRDI QIDQ392984
Publication date: 15 January 2014
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-011-9149-x
62H20: Measures of association (correlation, canonical correlation, etc.)
60G70: Extreme value theory; extremal stochastic processes
60E05: Probability distributions: general theory
Related Items
Unnamed Item, Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments, Generalized moments of sums with heavy-tailed random summands, A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory*, Randomly weighted sums of dependent random variables with dominated variation, On closeness of two discrete weighted sums, Tails of higher-order moments with dominatedly varying summands, A Kesten-type bound for sums of randomly weighted subexponential random variables, Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure
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