Uniform approximation of the tail probability of weighted sums of subexponential random variables (Q2832629): Difference between revisions

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+https://doi.org/10.1080/03610926.2014.960585
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+W2512376024
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@@ Property / cites work @@
+Asymptotics of sums of lognormal random variables with Gaussian copula
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+Discrete and continuous time modulated random walks with heavy-tailed increments
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+Convolutions of Long-Tailed and Subexponential Distributions
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
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+Subexponential distributions and integrated tails
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+On pairwise quasi-asymptotically independent random variables and their applications
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+A note on a dependent risk model with constant interest rate
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+Hidden regular variation, second order regular variation and asymptotic independence
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+Randomly weighted sums of subexponential random variables with application to ruin theory
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+Uniform asymptotics for the tail probability of weighted sums with heavy tails
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+Publication:2832629