Randomly weighted sums of dependent subexponential random variables with applications to risk theory
Year of publication: |
February-June 2018
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Authors: | Cheng, Fengyang ; Cheng, Dongya |
Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 3, p. 191-202
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Subject: | Randomly weighted sums | conditional dependence | subexponential distributions | ruin probabilities | insurance and financial risks | Risikomodell | Risk model | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Zufallsvariable | Random variable |
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