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Tail behavior of the sums of dependent and heavy-tailed random variables - MaRDI portal

Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787)

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Tail behavior of the sums of dependent and heavy-tailed random variables
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    Tail behavior of the sums of dependent and heavy-tailed random variables (English)
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    29 January 2015
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    dependence structures
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    subexponential\(^\ast\) distributions
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    asymptotic behavior
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    partial sums
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    random sums
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    weighted sums
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    ruin probability
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