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

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+Hai-Zhong Yang
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+MaRDI publication profile
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+https://doi.org/10.1007/s10255-009-8155-9
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+W3141343993
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@@ Property / cites work @@
+Q4726487
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@@ Property / cites work @@
+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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+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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+Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
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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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