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Tail probability of a random sum with a heavy-tailed random number and dependent summands - MaRDI portal

Tail probability of a random sum with a heavy-tailed random number and dependent summands (Q495183)

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scientific article; zbMATH DE number 6479719
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English
Tail probability of a random sum with a heavy-tailed random number and dependent summands
scientific article; zbMATH DE number 6479719

    Statements

    Tail probability of a random sum with a heavy-tailed random number and dependent summands (English)
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    9 September 2015
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    random sums
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    consistently varying tailed distribution
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    widely orthant dependence
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    finite-time ruin probability
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