Document Search
Add To My Bookshelf Sign in or Register Save And Annotate

multivariate sign in to follow this
randomly weighted sums sign in to follow this
ruin probability sign in to follow this
tail dependence sign in to follow this

VaR Methods sign in to follow this
--Evaluation/Comparison sign in to follow this
Discuss This Paper
Sign in to follow this page
Recent Comments
Approximation of the Tail Probability of Randomly Weighted Sums and Applications
Company: Stochastic Processes and their Applications
Company Url: Click here to open
Year Of Publication: 2009
Month Of Publication: February
Resource Link: Click here to open
Pages: 655-675
Download Count: 0
View Count: 2067
Comment Num: 0
Language: English
Source: article
Who Can Read: Free
Date: 9-1-2014
Publisher: Administrator
Considers the problem of approximating the tail probability of randomly weighted sums of a sequence of non-negative, identically distributed but non necessarily independent random variables from the extended regular variation class. An application to ruin probabilities is examined.
(volume 119, number 2)
This document may be read online by clicking the "Buy from Publisher" button (you must be signed in to Gloria-Mundi).
Zhang, Yi Sign in to follow this author
Weng, Chengguo Sign in to follow this author
Shen, Xinmei Sign in to follow this author
This document's citation network:
Similar Documents:
Close window
Sign up in one step, no personal information required. Already a Member?

Repeat Email:
User Name:
Confirm Password:

Sign Up

Welcome to GloriaMundi!
Thanks for singning up

continue or edit your profile