A note on the asymptotics for the randomly stopped weighted sums
From MaRDI portal
Publication:4968186
DOI10.15388/NA.2018.2.4zbMath1420.60056OpenAlexW2799582385WikidataQ129967415 ScholiaQ129967415MaRDI QIDQ4968186
Yang Yang, Xing-Fang Huang, Xixi Shi
Publication date: 12 July 2019
Published in: Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15388/na.2018.2.4
Related Items (2)
Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure ⋮ Randomly stopped minima and maxima with exponential-type distributions
Cites Work
- Unnamed Item
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails
- Randomly weighted sums of subexponential random variables with application to capital allocation
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
- Approximation of the tail probability of randomly weighted sums and applications
- Precise large deviations for dependent random variables with heavy tails
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Asymptotics for randomly weighted and stopped dependent sums
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
- A note on the tail behavior of randomly weighted and stopped dependent sums
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
This page was built for publication: A note on the asymptotics for the randomly stopped weighted sums