Tail behavior of sums and maxima of sums of dependent subexponential random variables
type: Item
instance of: scholarly article
title: Tail behavior of sums and maxima of sums of dependent subexponential random variables
zbMATH Open document ID: 1213.62085
author: Remigijus Leipus
author: Jonas Šiaulys
author: Yang Yang
author: Kaiyong Wang
published in: Acta Applicandae Mathematicae
publication date: 2011-05-25T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 5899553
zbMATH Keywords: asymptotic tail probability
zbMATH Keywords: convolution
zbMATH Keywords: dependence
zbMATH Keywords: subexponentiality
MaRDI profile type: Publication
full work available at URL: s10440-011-9610-1
OpenAlex ID: W2064102266
cites work: Q5601945
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cites work: Q3860550
cites work: Q4343010
cites work: Subexponentiality and infinite divisibility
cites work: An Introduction to Heavy-Tailed and Subexponential Distributions
cites work: Asymptotics in the symmetrization inequality
cites work: Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
cites work: Tail behavior of negatively associated heavy-tailed sums
cites work: Asymptotic tail probabilities of sums of dependent subexponential random variables
cites work: Sums of Dependent Nonnegative Random Variables with Subexponential Tails
cites work: On the non-closure under convolution of the subexponential family
cites work: On the difference between the distribution function of the sum and the maximum of real random variables
cites work: Infinite divisibility and generalized subexponentiality
cites work: Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums
DOI: 10.1007/S10440-011-9610-1
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description: scientific article; zbMATH DE number 5899553