Tails of the Moments for Sums with Dominatedly Varying Random Summands
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- Gustas Mikutavičius & Jonas Šiaulys, 2023. "Product Convolution of Generalized Subexponential Distributions," Mathematics, MDPI, vol. 11(1), pages 1-11, January.
- Xiaowen Shen & Kaiyong Wang & Yang Yang, 2024. "Asymptotics for Finite-Time Ruin Probabilities of a Dependent Bidimensional Risk Model with Stochastic Return and Subexponential Claims," Mathematics, MDPI, vol. 12(19), pages 1-12, September.
- Saulius Paukštys & Jonas Šiaulys & Remigijus Leipus, 2023. "Truncated Moments for Heavy-Tailed and Related Distribution Classes," Mathematics, MDPI, vol. 11(9), pages 1-15, May.
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Keywords
tail expectation; asymptotic bound; quasi-asymptotic independence; heavy-tailed distribution; dominated variation; copula;All these keywords.
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