Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation
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DOI: 10.1080/03610926.2017.1386309
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Cited by:
- Mantas Dirma & Saulius Paukštys & Jonas Šiaulys, 2021. "Tails of the Moments for Sums with Dominatedly Varying Random Summands," Mathematics, MDPI, vol. 9(8), pages 1-26, April.
- Gustas Mikutavičius & Jonas Šiaulys, 2023. "Product Convolution of Generalized Subexponential Distributions," Mathematics, MDPI, vol. 11(1), pages 1-11, January.
- Leipus, Remigijus & Paukštys, Saulius & Šiaulys, Jonas, 2021. "Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck–Goovaerts risk measure," Statistics & Probability Letters, Elsevier, vol. 170(C).
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