Asymptotic behavior of product of two heavy-tailed dependent random variables
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10114-012-0680-4.pdf
Reference16 articles.
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3. Bingham, N. H., Goldie, C. M., Teugels, J. L.: Regular Variation, Cambridge University Press, Cambridge, 1987
4. Tang, Q., Tisitsiashvili, G.: Randomly weighted sums of subexponential random variables with application to ruin theory. Extremes, 6, 171–188 (2003)
5. Joe, H.: Multivariate Models and Dependence Concepts, Chapman and Hall, London, 1997
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