Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities-Reference-Cited by-同舟云学术

Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities

Published:2006-02 Issue:1 Volume:38 Page:39-56
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Geluk J.L.,De Vries C.G.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference31 articles.

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3. Weighted sums of subexponential random variables and their maxima;Chen;Advances in Applied Probability,2005

4. A theorem on sums of independent, positive random variables and its applications to branching processes;Chistyakov;Theory of Probability and its Applications,1964

5. Cline, D.B.H., 1983. Estimation and linear prediction for regression, autoregression and ARMA with infinite variance data. Ph.D. Thesis. Department of Statistics, Colorado State University, Fort Collins, CO, USA.

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