Asymptotic behavior of product of two heavy-tailed dependent random variables

DOI10.1007/S10114-012-0680-4zbMATH Open1261.60020OpenAlexW1990441655MaRDI QIDQ1940862FDOQ1940862

Vahid Ranjbar, A. Bozorgnia, J. L. Geluk, M. Amini

Publication date: 8 March 2013

Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-012-0680-4

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zbMATH Keywords

asymptotic behaviorheavy-tailedweakly negative dependent

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99)

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• The subexponentiality of products revisited
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• Asymptotics in the symmetrization inequality
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Cited In (4)

• Tail behavior of the product of two dependent random variables with applications to risk theory
• Behaviors of the product of independent random variables
• The product distribution of dependent random variables with applications to a discrete-time risk model
• ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL

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