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Weighted sums of subexponential random variables and their maxima - MaRDI portal

Weighted sums of subexponential random variables and their maxima (Q5694155)

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scientific article; zbMATH DE number 2210937
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English
Weighted sums of subexponential random variables and their maxima
scientific article; zbMATH DE number 2210937

    Statements

    title
    Weighted sums of subexponential random variables and their maxima (English)
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    author
    Yiqing Chen
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    Kai Wang Ng
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    Qi-he Tang
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    publication date
    29 September 2005
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    zbMATH Keywords
    subexponentiality
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    Matuszewska index
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    tail probability
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    ruin probability
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    discounted loss
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    Identifiers

    Mathematics Subject Classification ID
    60F10
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    60G50
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    60G70
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    zbMATH DE Number
    2210937
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    OpenAlex ID
    W1998897419
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