Randomly weighted sums of dependent subexponential random variables with applications to risk theory
Sign Up to like & getrecommendations! Published in 2018 at "Scandinavian Actuarial Journal"
DOI: 10.1080/03461238.2017.1329160
Abstract: Abstract For any fixed integer , let be real-valued random variables with a common subexponential distribution, and let be positive random variables which are bounded above and independent of . Under some rather loose conditional… read more here.
Keywords: random variables; sums dependent; weighted sums; dependent subexponential ... See more keywords