Max-sum equivalence of conditionally dependent random variables
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Cites work
- A note on a dependent risk model with constant interest rate
- Aggregation of rapidly varying risks and asymptotic independence
- An introduction to heavy-tailed and subexponential distributions
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
- Asymptotic results for the sum of dependent non-identically distributed random variables
- Asymptotic tail probabilities of sums of dependent subexponential random variables
- Asymptotics of sums of lognormal random variables with Gaussian copula
- Exact tail asymptotics of aggregated parametrised risk
- Extremes and products of multivariate AC-product risks
- scientific article; zbMATH DE number 3662269 (Why is no real title available?)
- New examples of heavy-tailed O-subexponential distributions and related closure properties
- On pairwise quasi-asymptotically independent random variables and their applications
- On sums of conditionally independent subexponential random variables
- Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks
- Sums of Dependent Nonnegative Random Variables with Subexponential Tails
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
- Tail behavior of sums and maxima of sums of dependent subexponential random variables
- Tail behavior of the product of two dependent random variables with applications to risk theory
- Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
Cited in
(11)- Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory
- Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory
- Tail asymptotics of random sum and maximum of log-normal risks
- Tail behavior of the sums of dependent and heavy-tailed random variables
- Weak max-sum equivalence for dependent heavy-tailed random variables
- Randomly weighted sums of dependent subexponential random variables with applications to risk theory
- Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims
- Asymptotics of the maximum sum of randomly stopped finite random walks with subexponential distribution
- Uniform asymptotics for a multidimensional renewal risk model with multivariate subexponential claims
- Conditional independence among max-stable laws
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