Tail probability of a random sum with a heavy-tailed random number and dependent summands
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Publication:495183
DOI10.1016/j.jmaa.2015.06.056zbMathNoneOpenAlexW767250925MaRDI QIDQ495183
Publication date: 9 September 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2015.06.056
random sumsfinite-time ruin probabilityconsistently varying tailed distributionwidely orthant dependence
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Cites Work
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