On the joint tail behavior of randomly weighted sums of heavy-tailed random variables
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference24 articles.
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5. The maximum of randomly weighted sums with long tails in insurance and finance;Chen;Stoch. Anal. Appl.,2011
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