Uniform estimate for randomly weighted sums of dependent subexponential random variables
Year of publication: |
2015
|
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Authors: | Liu, Yan ; Zhang, Qinqin |
Published in: |
Asia-Pacific journal of risk and insurance : APJRI. - Berlin : De Gruyter, ISSN 2153-3792, ZDB-ID 2541118-4. - Vol. 9.2015, 2, p. 303-318
|
Subject: | uniform asymptotics | subexponential distributions | Ruin probability | insurance risk | investment portfolio | Theorie | Theory | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: PDF Reader |
Other identifiers: | 10.1515/apjri-2014-0018 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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