Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory
From MaRDI portal
Publication:2131925
DOI10.1007/S42952-019-00031-XzbMATH Open1484.62026OpenAlexW2999739744MaRDI QIDQ2131925FDOQ2131925
Authors: Qingwu Gao, Xijun Liu 
Publication date: 27 April 2022
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42952-019-00031-x
Recommendations
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory
- Randomly weighted sums of subexponential random variables with application to ruin theory
- Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation
- 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
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
- Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory
- Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation
- The tail behavior of randomly weighted sums of dependent random variables
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory
- A note on a dependent risk model with constant interest rate
- Tail behavior of the product of two dependent random variables with applications to risk theory
- Asymptotic tail probabilities of sums of dependent subexponential random variables
- Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest
- Max-sum equivalence of conditionally dependent random variables
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
- On pairwise quasi-asymptotically independent random variables and their applications
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
- Approximation of the tail probability of randomly weighted sums and applications
- Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest
- Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times
- On sums of conditionally independent subexponential random variables
- The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
- Sums of Dependent Nonnegative Random Variables with Subexponential Tails
- Estimates for the finite-time ruin probability with insurance and financial risks
- The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks
- Precise large deviations of aggregate claim amount in a dependent renewal risk model
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest
- Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation
- Ruin with insurance and financial risks following the least risky FGM dependence structure
- Randomly weighted sums of dependent subexponential random variables with applications to risk theory
- A note on weighted infinite sums of dependent regularly varying tailed random variables
- Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model
- Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory
- Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails
Cited In (9)
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
- Uniform asymptotics for a renewal risk model with a random number of delayed claims
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables
- Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
- Asymptotics for a type of randomly weighted sums and its application
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory
- Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures
This page was built for publication: Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2131925)
