A note on the asymptotics for the randomly stopped weighted sums
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Publication:4968186
DOI10.15388/NA.2018.2.4zbMath1420.60056OpenAlexW2799582385WikidataQ129967415 ScholiaQ129967415MaRDI QIDQ4968186
Yang Yang, Xing-Fang Huang, Xixi Shi
Publication date: 12 July 2019
Published in: Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15388/na.2018.2.4
Related Items (2)
Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure ⋮ Randomly stopped minima and maxima with exponential-type distributions
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