Randomly weighted sums of dependent random variables with dominated variation (Q401104): Difference between revisions

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+Dong Ya Cheng
@@ Property / author: Dong Ya Cheng / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmaa.2014.06.048
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@@ Property / OpenAlex ID @@
+W2082988731
@@ Property / OpenAlex ID: W2082988731 / rank @@
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@@ Property / cites work @@
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+One-sided analogues of Karamata's regular variation
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+Randomly weighted sums with dominated varying-tailed increments and application to risk theory
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
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+The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
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+Tail Behavior of Randomly Weighted Sums
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+Statistics for near independence in multivariate extreme values
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+Q4363950
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+Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
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+A note on a dependent risk model with constant interest rate
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+Characterizations and examples of hidden regular variation
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+Asymptotics for Weighted Random Sums
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+Q3771297
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+Hidden regular variation, second order regular variation and asymptotic independence
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+Heavy-Tail Phenomena
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+Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
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+The subexponentiality of products revisited
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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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+Randomly weighted sums of subexponential random variables with application to ruin theory
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+Randomly weighted sums of dependent subexponential random variables
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+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
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@@ Property / cites work @@
+Asymptotic tail probability of randomly weighted sums of dependent 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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