Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima

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Cites work

An Introduction to Heavy-Tailed and Subexponential Distributions
Approximation of the tail probability of randomly weighted sums and applications
Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications
Asymptotics for sums of random variables with local subexponential behaviour
Asymptotics for Weighted Random Sums
Estimation of ruin probabilities by means of hazard rates
Finite and infinite time ruin probabilities in a stochastic economic environment.
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
scientific article; zbMATH DE number 1026574 (Why is no real title available?)
scientific article; zbMATH DE number 4000257 (Why is no real title available?)
Moving averages with random coefficients and random coefficient autoregressive models
On the maximum of randomly weighted sums with regularly varying tails
On the ruin probabilities in a general economic environment
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
Randomly weighted sums of subexponential random variables with application to capital allocation
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
Risk measures and multivariate extensions of Breiman's theorem
Ruin probabilities
Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims
Second order subexponential distributions with finite mean and their applications to subordinated distributions
Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory
Second-order properties of tail probabilities of sums and randomly weighted sums
Subexponential distributions and integrated tails
Tail behavior of randomly weighted sums
Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
The maximum of randomly weighted sums with long tails in insurance and finance
The subexponentiality of products revisited
The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables
Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory

Cited in

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Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples
Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory
A note on the tail behavior of randomly weighted and stopped dependent sums
Second-order properties of tail probabilities of sums and randomly weighted sums
Second order properties of distribution tails and estimation of tail exponents in random difference equations
Second-order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force
Second-order asymptotics for randomly weighted sums of dependent subexponential random variables with applications to insurance

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