A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296): Difference between revisions
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Revision as of 06:46, 11 February 2024
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| English | A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables |
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A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (English)
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23 June 2014
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Summary: We investigate the tailed asymptotic behavior of the randomly weighted sums with increments with convolution-equivalent distributions. Our obtained result can be directly applied to a discrete-time insurance risk model with insurance and financial risks and derive the asymptotics for the finite-time probability of the above risk model.
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