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

DOI10.1007/S10114-012-0680-4MaRDI QIDQ1940862zbMATH OpenOpenAlexFDO

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

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

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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Cites work

• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 5794122 (Why is no real title available?)
• scientific article; zbMATH DE number 5029517 (Why is no real title available?)
• A Berry-Esseen theorem for weakly negatively dependent random variables and its applications
• An introduction to copulas.
• Asymptotics in the symmetrization inequality
• Continuous Bivariate Distributions
• Maxima of sums and random sums for negatively associated random variables with heavy tails
• On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
• Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
• Randomly weighted sums of subexponential random variables with application to ruin theory
• Subexponential distributions and integrated tails
• Subexponentiality of the product of independent random variables
• The subexponentiality of products revisited

Cited in

(6)

• The product distribution of dependent random variables with applications to a discrete-time risk model
• Behaviors of the product of independent random variables
• Subexponentiality of the product of dependent random variables
• Tail behavior of the product of two dependent random variables with applications to risk theory
• The product of two dependent random variables with regularly varying or rapidly varying tails
• On consistency of LS estimators in the errors-in-variable regression model

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