What is it about?
In this paper, we obtain some results for the asymptotic behavior of the tail probability of a random sum, where the summands are a sequence of conditionally dependent random variables with a common subexponential distribution , and the random number is a nonnegative integer-valued random variable, independent of the summands.
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Why is it important?
Random sums play an important role in many applied probability fields such as financial insurance, risk theory, queueing theory and so on, and have been well studied in the literature.
Perspectives
It is rare for the conclusion on the asymptotic tail behavior of a random sum with dependent subexponential summands. We hope to see more similar results.
Mr Fengyang Cheng
Soochow University
Read the Original
This page is a summary of: Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands, Communication in Statistics- Theory and Methods, June 2016, Taylor & Francis,
DOI: 10.1080/03610926.2015.1112916.
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