A note on randomly stopped sums with zero mean increments
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Recommendations
- Finiteness of moments of randomly stopped sums of i.i.d. random variables
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Cites work
- A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails
- An introduction to heavy-tailed and subexponential distributions
- Asymptotic Analysis of Random Walks
- Asymptotics for Weighted Random Sums
- Asymptotics of randomly stopped sums in the presence of heavy tails
- Closure of some heavy-tailed distribution classes under random convolution
- Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Maxima of Sums of Heavy-Tailed Random Variables
- Modeling teletraffic arrivals by a Poisson cluster process
- On closure properties of heavy-tailed distributions for random sums
- On the Asymptotic Behavior of One-Sided Large Deviation Probabilities
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Randomly stopped sums of not identically distributed heavy tailed random variables
- The tail behaviour of a random sum of subexponential random variables and vectors
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