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Closure properties of the second-order regular variation under convolutions |
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| Authors: | Qing Liu Taizhong Hu |
| Affiliation: | Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei, Anhui, People’s Republic of China |
| Abstract: | |
| Keywords: | Asymptotics second-order regular variation randomly weighted sum regular variation. |