Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Randomly weighted sums of dependent random variables with dominated variation
Randomly weighted sums of subexponential random variables with application to capital allocation
An Introduction to Heavy-Tailed and Subexponential Distributions
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
Approximation of the tail probability of randomly weighted sums and applications
Tail probability of randomly weighted sums of subexponential random variables under a dependence structure
The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims
Tail behavior of the sums of dependent and heavy-tailed random variables
On the maximum of randomly weighted sums with regularly varying tails
Asymptotics for randomly weighted and stopped dependent sums
On the joint tail behavior of randomly weighted sums of heavy-tailed random variables
Closure property and maximum of randomly weighted sums with heavy-tailed increments
Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory
Randomly weighted sums of dependent subexponential random variables with applications to risk theory
A Kesten-type bound for sums of randomly weighted subexponential random variables
Bivariate regular variation among randomly weighted sums in general insurance
Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails

Cited In (4)

The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables
Tail behavior of sums and maxima of sums of dependent subexponential random variables
Asymptotic tail probabilities of sums of dependent subexponential random variables
On the non-closure under convolution for strong subexponential distributions

This page was built for publication: Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2113622)