Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory
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Publication:3458129
DOI10.1080/03610926.2013.851234zbMath1328.62082OpenAlexW2078047665MaRDI QIDQ3458129
Publication date: 8 December 2015
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.851234
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory, Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest, Uniform approximation for the tail behavior of bidimensional randomly weighted sums, Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables, Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples
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