Randomly weighted sums of dependent subexponential random variables

DOI10.1007/s10986-011-9149-xzbMath1322.60076OpenAlexW2016369032MaRDI QIDQ392984

Kai Yong Wang

Publication date: 15 January 2014

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-011-9149-x

zbMATH Keywords

asymptoticsdependencesubexponentialityrandomly weighted sums

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

Related Items

On closeness of two discrete weighted sums, Unnamed Item, Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure, Randomly weighted sums of dependent random variables with dominated variation, Generalized moments of sums with heavy-tailed random summands, A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory*, Tails of higher-order moments with dominatedly varying summands, A Kesten-type bound for sums of randomly weighted subexponential random variables, Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments

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