Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Expectation of the truncated randomly weighted sums with dominatedly varying summands |
scientific article; zbMATH DE number 7027432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expectation of the truncated randomly weighted sums with dominatedly varying summands |
scientific article; zbMATH DE number 7027432 |
Statements
Expectation of the truncated randomly weighted sums with dominatedly varying summands (English)
0 references
22 February 2019
0 references
truncated distribution
0 references
asymptotic bound
0 references
tail expectation
0 references
random weight
0 references
dominatedly varying distribution
0 references
quasiasymptotic independence
0 references
value at risk
0 references
conditional tail expectation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
