# 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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topLadoucette, 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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