Approximation of the tail probabilities of randomly weighted sums in presence of dependence and heavy tails
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Publication:3180010
DOI10.3969/J.ISSN.1001-4268.2016.02.001zbMATH Open1363.62013MaRDI QIDQ3180010FDOQ3180010
Authors: Fengqin Tang, Jianming Bai 
Publication date: 6 January 2017
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Cited In (9)
- Efficient simulation of tail probabilities of sums of dependent random variables
- The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation
- On the joint tail behavior of randomly weighted sums of heavy-tailed random variables
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
- Second-order properties of tail probabilities of sums and randomly weighted sums
- Approximations to weighted sums of random variables
- Weighted sums for i. i. d. random variables with relatively thin tails
- The tail behavior of randomly weighted sums of dependent random variables
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