SMEAL WIKI

Randomly weighted sums of subexponential random variables with application to capital allocation

Qihe Tang, Zhongyi Yuan
Year2014
VenueExtremes
Typearticle
Citations101
DOI10.1007/s10687-014-0191-z
OpenAlexW2011836937

Topics

Probability and Risk ModelsMathematicsRandom variableCombinatoricsJumpCapital allocation line