Title of article :
On the maximum of randomly weighted sums with regularly varying tails
Author/Authors :
Yiqing Chen، نويسنده , , Kai W. Ng، نويسنده , , Xiangsheng Xie، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2006
Pages :
5
From page :
971
To page :
975
Keywords :
Asymptotics , regular variation , tail probability , Ruin probability
Journal title :
Statistics and Probability Letters
Serial Year :
2006
Journal title :
Statistics and Probability Letters
Record number :
140726
Link To Document :
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