Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables

DOI10.1007/s10986-021-09546-5zbMath1493.62072OpenAlexW3216532390MaRDI QIDQ2113622

Huan Qian, Bingzhen Geng, Shi-jie Wang

Publication date: 14 March 2022

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-021-09546-5

zbMATH Keywords

tail probabilitydependence structurerandomly weighted sumstrong subexponential distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70)

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On the non-closure under convolution for strong subexponential distributions

Cites Work

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