most citedAsymptotic analysis for the ratio of the random sum of squares to the square of the random sum with applications to risk measures

4 citations · 6 across the 2 of their papers we have counts for

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2 papers

math.PR2005★ 4 cited

Asymptotic analysis for the ratio of the random sum of squares to the square of the random sum with applications to risk measures

S. A. Ladoucette, J. L. Teugels

Let \{X_1, X_2, ...\} be a sequence of independent and identically distributed positive random variables of Pareto-type with index α>0 and let \{N(t); t\geq 0\} be a counting proce…

math.PR2005★ 2 cited

Asymptotic results on the moments of the ratio of the random sum of squares to the square of the random sum

S. A. Ladoucette

Let \{X_1, X_2, ...\} be a sequence of positive independent and identically distributed random variables of Pareto-type with index α>0 and let \{N(t); t\geq 0\} be a mixed Poisson…