Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory
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Publication:2131925
DOI10.1007/S42952-019-00031-XzbMath1484.62026OpenAlexW2999739744MaRDI QIDQ2131925
Publication date: 27 April 2022
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42952-019-00031-x
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70)
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