Asymptotics for randomly weighted and stopped dependent sums
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Publication:2804547
DOI10.1080/17442508.2015.1052812zbMath1338.62065OpenAlexW2291001865MaRDI QIDQ2804547
Remigijus Leipus, Yang Yang, Jonas Šiaulys
Publication date: 4 May 2016
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2015.1052812
dominated variationasymptotic tail probabilityrandom-time ruin probabilitybivariate upper tail independenceextended negative upper orthant dependencerandomly weighted and stopped sums
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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