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The closure property of 2RV under random sum
Institution:1. Department of Statistics, Sungkyunkwan University, 25-2, Sungkyunkwan-ro, Jongno-gu, Seoul, 110-745, Republic of Korea;2. Mathematics Department, Tulane University, 6823 St. Charles Avenue, New Orleans, LA 70118, USA;3. Department of Statistics and Operations Research, UNC at Chapel Hill, CB#3260, Hanes Hall, Chapel Hill, NC 27599, USA;1. Loughborough University, Department of Mathematical Sciences, Loughborough, Leicestershire, LE11 3TU, UK;2. University of Strathclyde, Department of Mathematics and Statistics, Glasgow, G1 1XH, UK;3. School of Economics and Management, Fuzhou University, China
Abstract:
Keywords:Age-dependent branching process  Asymptotics  Cramér–Lundberg model  Random sum  Second-order regular variation
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