Randomly weighted sums of subexponential random variables with application to ruin theory
type: Item
instance of: scholarly article
title: Randomly weighted sums of subexponential random variables with application to ruin theory
zbMATH Open document ID: 1049.62017
DOI: 10.1023/B:EXTR.0000031178.19509.57
published in: Extremes
publication date: 2004-09-24T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 2102872
zbMATH Keywords: asymptotics
zbMATH Keywords: dominated variation
zbMATH Keywords: ruin probability
zbMATH Keywords: subexponentiality
zbMATH Keywords: uniformity
zbMATH Keywords: heavy tailed distributions
author: Qihe Tang
author: G. Sh. Tsitsiashvili
MaRDI profile type: Publication
full work available at URL: b:extr.0000031178.19509.57
OpenAlex ID: W2090302069
description: scientific article; zbMATH DE number 2102872