JOURNAL ARTICLE

Tail probability of randomly weighted sums of subexponential random variables under a dependence structure

Yang YangRemigijus LeipusJonas Šiaulys

Year: 2012 Journal:   Statistics & Probability Letters Vol: 82 (9)Pages: 1727-1736   Publisher: Elsevier BV
Keywords:
Mathematics Random variable Combinatorics Statistics Discrete mathematics Statistical physics

Metrics

36
Cited By
4.98
FWCI (Field Weighted Citation Impact)
12
Refs
0.95
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Probability and Risk Models
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance
Insurance, Mortality, Demography, Risk Management
Social Sciences →  Social Sciences →  Demography

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