Tail probability of randomly weighted sums of subexponential random variables under a dependence structure (Q452892): Difference between revisions

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+https://doi.org/10.1016/j.spl.2012.05.016
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+W2000589152
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+Extremes on the discounted aggregate claims in a time dependent risk model
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+Q4726487
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+Q5525727
@@ Property / cites work: Q5525727 / rank @@
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+Subexponentiality of the product of independent random variables
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+On a Theorem of Breiman and a Class of Random Difference Equations
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+Q4343010
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+The product of two dependent random variables with regularly varying or rapidly varying tails
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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+Randomly weighted sums of subexponential random variables with application to ruin theory
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+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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