A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Jun-Feng Liu / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Yu-Lin Zhang / rank | |||
Normal rank | |||
Revision as of 06:46, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables |
scientific article |
Statements
A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (English)
0 references
23 June 2014
0 references
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.
0 references
