Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942): Difference between revisions

Latest revision as of 13:49, 16 July 2024

scientific article; zbMATH DE number 6934751

Language	Label	Description	Also known as
English	Randomly weighted sums of dependent subexponential random variables with applications to risk theory	scientific article; zbMATH DE number 6934751

Statements

instance of

scholarly article

0 references

title

Randomly weighted sums of dependent subexponential random variables with applications to risk theory (English)

0 references

0 references

0 references

Scandinavian Actuarial Journal

0 references

publication date

11 September 2018

0 references

zbMATH Keywords

randomly weighted sums

0 references

conditional dependence

0 references

subexponential distributions

0 references

ruin probabilities

0 references

insurance and financial risks

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/03461238.2017.1329160

0 references

cites work

Q3560912

0 references

Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation

0 references

The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance

0 references

Randomly weighted sums of dependent random variables with dominated variation

0 references

Some properties of the exponential distribution class with applications to risk theory

0 references

Subexponentiality of the product of independent random variables

0 references

Q4343010

0 references

An Introduction to Heavy-Tailed and Subexponential Distributions

0 references

Tail Behavior of Randomly Weighted Sums

0 references

Max-sum equivalence of conditionally dependent random variables

0 references

Sums of Dependent Nonnegative Random Variables with Subexponential Tails

0 references

On the ruin probabilities in a general economic environment

0 references

Finite and infinite time ruin probabilities in a stochastic economic environment.

0 references

Convolution equivalence and infinite divisibility

0 references

Randomly weighted sums of subexponential random variables with application to ruin theory

0 references

Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments

0 references

Randomly weighted sums of subexponential random variables with application to capital allocation

0 references

Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation

0 references

Tail behavior of the sums of dependent and heavy-tailed random variables

0 references

Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands

0 references

Approximation of the tail probability of randomly weighted sums and applications

0 references

Identifiers

zbMATH Open document ID

1396.62021

0 references

DOI

10.1080/03461238.2017.1329160

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4585942

@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
+Normal rank
@@ Property / cites work @@
+The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of dependent random variables with dominated variation
+Normal rank
@@ Property / cites work @@
+Some properties of the exponential distribution class with applications to risk theory
+Normal rank
@@ Property / cites work @@
+Subexponentiality of the product of independent random variables
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Heavy-Tailed and Subexponential Distributions
+Normal rank
@@ Property / cites work @@
+Tail Behavior of Randomly Weighted Sums
@@ Property / cites work: Tail Behavior of Randomly Weighted Sums / rank @@
+Normal rank
@@ Property / cites work @@
+Max-sum equivalence of conditionally dependent random variables
+Normal rank
@@ Property / cites work @@
+Sums of Dependent Nonnegative Random Variables with Subexponential Tails
+Normal rank
@@ Property / cites work @@
+On the ruin probabilities in a general economic environment
+Normal rank
@@ Property / cites work @@
+Finite and infinite time ruin probabilities in a stochastic economic environment.
+Normal rank
@@ Property / cites work @@
+Convolution equivalence and infinite divisibility
@@ Property / cites work: Convolution equivalence and infinite divisibility / rank @@
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of subexponential random variables with application to ruin theory
+Normal rank
@@ Property / cites work @@
+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of subexponential random variables with application to capital allocation
+Normal rank
@@ Property / cites work @@
+Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
+Normal rank
@@ Property / cites work @@
+Tail behavior of the sums of dependent and heavy-tailed random variables
+Normal rank
@@ Property / cites work @@
+Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands
+Normal rank
@@ Property / cites work @@
+Approximation of the tail probability of randomly weighted sums and applications
+Normal rank