Uniform estimate for the tail probabilities of randomly weighted sums (Q477566): Difference between revisions

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+https://doi.org/10.1007/s10255-014-0446-0
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+W2016304756
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+Q4726487
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+Weighted sums of subexponential random variables and their maxima
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+Subexponentiality of the product of independent random variables
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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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+Q4382161
@@ Property / cites work: Q4382161 / rank @@
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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+Uniform estimate for maximum of randomly weighted sums with applications 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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+Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
+Normal rank
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+Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
+Normal rank
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+Approximation for the ruin probabilities in a discrete time risk model with dependent risks
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+Approximation of the tail probability of randomly weighted sums and applications
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