Generalized moments of sums with heavy-tailed random summands

DOI10.1007/s10986-023-09606-yzbMath1524.60104OpenAlexW4386095913MaRDI QIDQ6054047

Mantas Dirma, Neda Nakliuda, Jonas Šiaulys

Publication date: 24 October 2023

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-023-09606-y

zbMATH Keywords

heavy-tailed distributionquasi-asymptotic independenceasymptotic bounddominated variationtail expectation

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Portfolio theory (91G10)

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