Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks (Q4981883)
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scientific article; zbMATH DE number 6417974
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks |
scientific article; zbMATH DE number 6417974 |
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Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks (English)
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20 March 2015
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aggregated risk
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Gumbel max-domain of attraction
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long-tailed distribution
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Mitra-Resnick conditions
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weighted sums
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