A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1155/2013/273217 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1973760215 / rank | |||
Normal rank |
Revision as of 21:45, 19 March 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