Randomly weighted sums of dependent subexponential random variables
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Publication:392984
DOI10.1007/s10986-011-9149-xzbMath1322.60076OpenAlexW2016369032MaRDI QIDQ392984
Publication date: 15 January 2014
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-011-9149-x
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Related Items (9)
On closeness of two discrete weighted sums ⋮ Unnamed Item ⋮ Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure ⋮ Randomly weighted sums of dependent random variables with dominated variation ⋮ Generalized moments of sums with heavy-tailed random summands ⋮ A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* ⋮ Tails of higher-order moments with dominatedly varying summands ⋮ A Kesten-type bound for sums of randomly weighted subexponential random variables ⋮ Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments
Cites Work
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