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

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+https://doi.org/10.1016/j.jmaa.2014.06.048
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+W2082988731
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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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+Asymptotics for Weighted Random Sums
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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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+Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation
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+Approximation of the tail probability of randomly weighted sums and applications
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