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, Tome 79(93) (2006), p. 219-240 / Harvested from The Electronic Library of Mathematics
Full (PDF)
Publié le : 2006-01-01
MISANU-ID : j_publ_0002030
DOI : https://doi.org/10.2298/PIM0694219L
EUDML-ID : urn:eudml:doc:258293 
@article{05296672,
     title = {Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures.},
     journal = {Publications de l'Institut Math\'ematique. Nouvelle S\'erie},
     volume = {79(93)},
     year = {2006},
     pages = {219-240},
     doi = {10.2298/PIM0694219L},
     zbl = {1164.60328},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05296672}
}

Ladoucette, Sophie A.; 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, Tome 79(93) (2006) pp. 219-240. doi : 10.2298/PIM0694219L. http://gdmltest.u-ga.fr/item/05296672/