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On convolution tails

1982233 citationsJournal Article

Authors

Paul Embrechts · University of West London

Charles M. Goldie · University of Sussex

Topics & Keywords

Stochastic processes and financial applications Stochastic processes and statistical mechanics Mathematical Dynamics and Fractals

Publication Details

Published in: Stochastic Processes and their Applications

Volume 13, Issue 3, pp. 263-278

DOI: 10.1016/0304-4149(82)90013-8

Field-Weighted Citation Impact: 6.56

On convolution tails | Researchclopedia