Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory
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Publication:3458129
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Cites work
- A note on a dependent risk model with constant interest rate
- Approximation of the tail probability of randomly weighted sums and applications
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
- Asymptotic tail probabilities of sums of dependent subexponential random variables
- Estimates for the finite-time ruin probability with insurance and financial risks
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
- Negative association of random variables, with applications
- On the maximum of randomly weighted sums with regularly varying tails
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Precise large deviations for dependent random variables with heavy tails
- Randomly weighted sums of subexponential random variables with application to ruin theory
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory
- Some concepts of negative dependence
- Subexponentiality of the product of independent random variables
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
- The supremum of random walk with negatively associated and heavy-tailed steps
- Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
Cited in
(12)- Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory
- Uniform approximation for the tail behavior of bidimensional randomly weighted sums
- Uniform asymptotics for the tail probability of weighted sums with heavy tails
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory
- Some novel results on pairwise quasi-asymptotical independence with applications to risk theory
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest
- Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures
- On pairwise quasi-asymptotically independent random variables and their applications
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
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