Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures.

Ladoucette, Sophie A.; Teugels, Jef J.

Publications de l'Institut Mathématique. Nouvelle Série (2006)

  • Volume: 80(94), page 219-240
  • ISSN: 0350-1302

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Ladoucette, Sophie A., and Teugels, Jef J.. "Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures.." Publications de l'Institut Mathématique. Nouvelle Série 80(94) (2006): 219-240. <http://eudml.org/doc/258293>.

@article{Ladoucette2006,
author = {Ladoucette, Sophie A., Teugels, Jef J.},
journal = {Publications de l'Institut Mathématique. Nouvelle Série},
keywords = {counting process; domain of attraction of a stable distribution; functions of regular variation; Pareto-type distribution; sample coefficient of variation; sample dispersion; weak convergence},
language = {eng},
pages = {219-240},
publisher = {Izdaje Matematički Institut SANU},
title = {Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures.},
url = {http://eudml.org/doc/258293},
volume = {80(94)},
year = {2006},
}

TY - JOUR
AU - Ladoucette, Sophie A.
AU - Teugels, Jef J.
TI - Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures.
JO - Publications de l'Institut Mathématique. Nouvelle Série
PY - 2006
PB - Izdaje Matematički Institut SANU
VL - 80(94)
SP - 219
EP - 240
LA - eng
KW - counting process; domain of attraction of a stable distribution; functions of regular variation; Pareto-type distribution; sample coefficient of variation; sample dispersion; weak convergence
UR - http://eudml.org/doc/258293
ER -

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