Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Sums of Dependent Nonnegative Random Variables with Subexponential Tails

7 references·2 citing·31 second hop

FromToDepth

this work references cited by second hop

References

1999An Introduction to Copulas7,743 cited
1997Modelling Extremal Events4,397 cited
1994Modelling of extremal events in insurance and finance3,519 cited
1999Dependence Measures for Extreme Value Analyses802 cited
1986Convolution tails, product tails and domains of attraction195 cited
2003Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory138 cited
2004On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications92 cited

Cited by

2015Tail behavior of sums and differences of log-normal random variables63 cited
2009On Sums of Conditionally Independent Subexponential Random Variables50 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work