Second order behavior of the tails of compound sums of regularly varying random variables.

Autor: Christoph, Gerd1 gerd.christoph@ovgu.de, Malevich, Nadja1
Zdroj: Mathematics in Engineering, Science & Aerospace (MESA). 2011, Vol. 2 Issue 3, p235-242. 8p.
Databáze: Academic Search Ultimate