On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862)
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scientific article; zbMATH DE number 7962639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures |
scientific article; zbMATH DE number 7962639 |
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On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (English)
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7 January 2025
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randomly weighted sum
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dependent random variable
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subexponential distribution
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risk measure
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numerical study
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