Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation (Q2431052): Difference between revisions

@@ Property / author @@
-Hai-Zhong Yang
@@ Property / author: Hai-Zhong Yang / rank @@
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@@ Property / author @@
+Hai-Zhong Yang
@@ Property / author: Hai-Zhong Yang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10255-009-8155-9
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@@ Property / OpenAlex ID @@
+W3141343993
@@ Property / OpenAlex ID: W3141343993 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic tail probabilities of sums of dependent subexponential random variables
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@@ Property / cites work @@
+The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
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@@ Property / cites work @@
+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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@@ Property / cites work @@
+Randomly weighted sums of subexponential random variables with application to ruin theory
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@@ Property / cites work @@
+Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
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@@ Property / cites work @@
+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
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@@ Property / cites work @@
+Approximation of the tail probability of randomly weighted sums and applications
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@@ links / mardi / name / links / mardi / name @@
+Publication:2431052