Asymptotics for randomly weighted and stopped dependent sums
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Cites work
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Cited in
(21)- A Kesten-type bound for sums of randomly weighted subexponential random variables
- Asymptotic risk decomposition for regularly varying distributions with tail dependence
- Asymptotics of randomly stopped sums in the presence of heavy tails
- Asymptotics for the partial sum and its maximum of dependent random variables
- Uniform approximation for the tail behavior of bidimensional randomly weighted sums
- Asymptotics for Weighted Random Sums
- Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses
- Expectation of the truncated randomly weighted sums with dominatedly varying summands
- scientific article; zbMATH DE number 1471725 (Why is no real title available?)
- Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables
- Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples
- Asymptotics for tail probabilities of the sum and its maximum of extended negatively dependent and heavy-tailed random variables
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure
- A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory*
- A note on the tail behavior of randomly weighted and stopped dependent sums
- A note on the asymptotics for the randomly stopped weighted sums
- Asymptotics for a type of randomly weighted sums and its application
- Approximation of the tail probability of randomly weighted sums and applications
- Tails of higher-order moments with dominatedly varying summands
- On closeness of two discrete weighted sums
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