𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A note on moments of dividends

✍ Scribed by Hansjörg Albrecher; Hans U. Gerber


Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2011
Tongue
English
Weight
142 KB
Volume
27
Category
Article
ISSN
0168-9673

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


A note on the method of moments
✍ John B. Butt 📂 Article 📅 1962 🏛 American Institute of Chemical Engineers 🌐 English ⚖ 456 KB 👁 2 views
A note on moments of the maximum of Cesà
✍ Deli Li; Mei Ling Huang 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 289 KB

Let {Xn; n ~>1} be a sequence of independent real-valued random variables and {a~,k; k/> l,n >~1} an infinite matrix of real numbers with supn/an, k[ <~, k ~> 1. We provide some very general conditions which guarantee that E sup an, kXk < cx~ \ " I\*:L I/ for some p >0. This result is used to establ