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Volumn 49, Issue 3, 2006, Pages 342-359

On the behavior of the product of independent random variables

Author keywords

Heavy tailed; Independent product; Stability; Tails of a distribution

Indexed keywords


EID: 33645645125     PISSN: 10069283     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11425-006-0342-z     Document Type: Article
Times cited : (18)

References (9)
  • 2
    • 0142056077 scopus 로고    scopus 로고
    • Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks
    • Tang, Q., Tsitsiashvili, G., Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks, Stochastic Processes and Their Applications, 2003, 108: 299-325.
    • (2003) Stochastic Processes and Their Applications , vol.108 , pp. 299-325
    • Tang, Q.1    Tsitsiashvili, G.2
  • 4
    • 84971815025 scopus 로고
    • On closure and factorization properties of subexponential distribution
    • Embrechts, P., Goldie, C. M., On closure and factorization properties of subexponential distribution, J. Austral. Math. Soc. Ser. A, 1980, 29: 243-256.
    • (1980) J. Austral. Math. Soc. Ser. A , vol.29 , pp. 243-256
    • Embrechts, P.1    Goldie, C.M.2
  • 5
    • 0039470126 scopus 로고    scopus 로고
    • The product of independent random variables with slowly varying truncated moments
    • Shimura, T., The product of independent random variables with slowly varying truncated moments, J. Austral. Math. Soc. Ser. A, 1997, 62: 186-197.
    • (1997) J. Austral. Math. Soc. Ser. A , vol.62 , pp. 186-197
    • Shimura, T.1
  • 6
    • 79951770480 scopus 로고    scopus 로고
    • Some discussions on the class ℒ(γ)
    • Su, C., Chen, J., Hu, Z., Some discussions on the class ℒ(γ), Journal of Mathematical Science, 2004, 122(4): 3416-3425.
    • (2004) Journal of Mathematical Science , vol.122 , Issue.4 , pp. 3416-3425
    • Su, C.1    Chen, J.2    Hu, Z.3
  • 7
    • 84971761815 scopus 로고
    • Subexponential distribution functions
    • Pitman, E. J. G., Subexponential distribution functions, J. Austral. Math. Soc. Ser. A, 1980, 29: 337-347.
    • (1980) J. Austral. Math. Soc. Ser. A , vol.29 , pp. 337-347
    • Pitman, E.J.G.1
  • 8
    • 2442634448 scopus 로고    scopus 로고
    • Characterizations on Heavy-tailed Distributions by Means of Hazard Rate
    • English Series
    • Su, C., Tang Q., Characterizations on Heavy-tailed Distributions by Means of Hazard Rate, Acta Mathematicae Applicatae Sinica, English Series, 2003, 19(1): 135-142.
    • (2003) Acta Mathematicae Applicatae Sinica , vol.19 , Issue.1 , pp. 135-142
    • Su, C.1    Tang, Q.2
  • 9
    • 79951768066 scopus 로고    scopus 로고
    • Heavy-tailed distributions and their application
    • Probability, Finance and Insurance, (eds. Lai, T. L., Yang, H. L., Yung, S. P.), Singapore: World Scientific
    • Su, C., Tang, Q., Heavy-tailed distributions and their application, in Probability, Finance and Insurance, Proceedings of a Workshop at the University of Hong Kong (eds. Lai, T. L., Yang, H. L., Yung, S. P.), Singapore: World Scientific, 2004, 218-236.
    • (2004) Proceedings of a Workshop at the University of Hong Kong , pp. 218-236
    • Su, C.1    Tang, Q.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.