Randomly weighted sums of dependent subexponential random variables with applications to risk theory
Fengyang Chang and Dongya Cheng
| 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 | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risiko | Risk | Statistische Verteilung | Statistical distribution | Versicherungsmathematik | Actuarial mathematics | Zufallsvariable | Random variable |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2017.1329160 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011881079