Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation
DOI10.1007/S10255-009-8155-9zbMATH Open1209.62117OpenAlexW3141343993MaRDI QIDQ2431052FDOQ2431052
Authors: Hai-Zhong Yang 
Publication date: 8 April 2011
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-009-8155-9
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Cites Work
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- Asymptotic tail probabilities of sums of dependent subexponential random variables
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Randomly weighted sums of subexponential random variables with application to ruin theory
- Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
- Approximation of the tail probability of randomly weighted sums and applications
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
Cited In (15)
- Expectation of the truncated randomly weighted sums with dominatedly varying summands
- Randomly weighted sums of dependent random variables with dominated variation
- Tails of higher-order moments with dominatedly varying summands
- Tail probability of BUTI with random weight
- On the ruin probability in a dependent discrete time risk model with insurance and financial risks
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory
- Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
- Tail probability of randomly weighted sums of subexponential random variables under a dependence structure
- Closure property and tail probability asymptotics for randomly weighted sums of dependent random variables with heavy tails
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
- Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables
- The tail behavior of randomly weighted sums of dependent random variables
- A note on weighted infinite sums of dependent regularly varying tailed random variables
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