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On perpetuities with light tails - MaRDI portal

On perpetuities with light tails (Q5215037)

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scientific article; zbMATH DE number 7163679
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English
On perpetuities with light tails
scientific article; zbMATH DE number 7163679

    Statements

    title
    On perpetuities with light tails (English)
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    publication date
    5 February 2020
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    zbMATH Keywords
    perpetuity
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    dependence structure
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    regular variation
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    Tauberian theorem
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    convex conjugate
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    cites work
    Q3992980
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    Q3141900
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    Convex Analysis
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    Q5683989
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    Identifiers

    DOI
    10.1017/apr.2018.53
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    Mathematics Subject Classification ID
    60H25
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    60G50
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    60E99
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    zbMATH DE Number
    7163679
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    OpenAlex ID
    W2770863652
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    arXiv ID
    1711.08912
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    Wikidata QID
    Q128899561
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