Max-sum equivalence of conditionally dependent random variables
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DOI: 10.1016/j.spl.2013.09.031
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References listed on IDEAS
- Serguei Foss & Andrew Richards, 2010. "On Sums of Conditionally Independent Subexponential Random Variables," Mathematics of Operations Research, INFORMS, vol. 35(1), pages 102-119, February.
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- Hashorva, Enkelejd & Kortschak, Dominik, 2014. "Tail asymptotics of random sum and maximum of log-normal risks," Statistics & Probability Letters, Elsevier, vol. 87(C), pages 167-174.
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Keywords
Conditional dependence; Inclusion relationship; Max-sum equivalence; Subexponentiality;All these keywords.
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