most citedLimit theorems for mixed max-sum processes with renewal stopping

19 citations · 23 across the 2 of their papers we have counts for

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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★ 19 cited

Limit theorems for mixed max-sum processes with renewal stopping

Dmitrii S. Silvestrov, Jozef L. Teugels

This article is devoted to the investigation of limit theorems for mixed max-sum processes with renewal type stopping indexes. Limit theorems of weak convergence type are obtained…