Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10959-008-0159-5.pdf
Reference29 articles.
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4. Asmussen, S., Rojas-Nandayapa, L.: Asymptotics of sums of lognormal random variables with Gaussian copula. Stat. Probab. Lett. 78 (2008, to appear)
5. Bingham, N.H., Goldie, C.M., Teugels, J.L.: Regular Variation. Cambridge University Press, Cambridge (1987)
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