Expectation of the truncated randomly weighted sums with dominatedly varying summands
type: Item
instance of: scholarly article
title: Expectation of the truncated randomly weighted sums with dominatedly varying summands
zbMATH Open document ID: 1412.62029
author: Eglė Jaunė
author: O. Yu. Ragulina
author: Jonas Šiaulys
published in: Lithuanian Mathematical Journal
publication date: 2019-02-22T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 7027432
zbMATH Keywords: truncated distribution
zbMATH Keywords: asymptotic bound
zbMATH Keywords: tail expectation
zbMATH Keywords: random weight
zbMATH Keywords: dominatedly varying distribution
zbMATH Keywords: quasiasymptotic independence
zbMATH Keywords: value at risk
zbMATH Keywords: conditional tail expectation
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: s10986-018-9408-1
OpenAlex ID: W2897055813
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DOI: 10.1007/S10986-018-9408-1
description: scientific article; zbMATH DE number 7027432