Tail behavior of random sums under consistent variation with applications to the compound renewal risk model
Work
Year: 2008
Type: article
Source: Extremes
Institutions Lithuanian Academy of Sciences, Vilnius University
Cites: 13
Cited by: 48
Related to: 10
FWCI: 4.496
Citation percentile (by year/subfield): 92.21
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed