Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031): Difference between revisions

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+.7831
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+Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications
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+Q3992980
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+The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance
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+Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
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+Subexponentiality of the product of independent random variables
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+Asymptotics of randomly stopped sums in the presence of heavy tails
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+Q3860550
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+Q4343010
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
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+Tail behavior of negatively associated heavy-tailed sums
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
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+On pairwise quasi-asymptotically independent random variables and their applications
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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+A note on a dependent risk model with constant interest rate
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+Maxima of Sums of Heavy-Tailed Random Variables
@@ Property / cites work: Maxima of Sums of Heavy-Tailed Random Variables / rank @@
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+Hidden regular variation, second order regular variation and asymptotic independence
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+The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
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+Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums
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+Randomly weighted sums of subexponential random variables with application to ruin theory
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+Maxima of sums and random sums for negatively associated random variables with heavy tails
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+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
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+Approximation of the tail probability of randomly weighted sums and applications
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