The product distribution of dependent random variables with applications to a discrete-time risk model

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Cites work

scientific article; zbMATH DE number 1484400 (Why is no real title available?)
A necessary and sufficient condition for the subexponentiality of the product convolution
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Asymptotic behavior of product of two heavy-tailed dependent random variables
Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure
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Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks
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Extremes on the discounted aggregate claims in a time dependent risk model
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From light tails to heavy tails through multiplier
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Precise large deviations of aggregate claims in a size-dependent renewal risk model
Properties and applications of the sarmanov family of bivariate distributions
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Ruin probabilities with insurance and financial risks having an FGM dependence structure
Ruin with insurance and financial risks following the least risky FGM dependence structure
Subexponentiality of the product of dependent random variables
Subexponentiality of the product of independent random variables
Tail behavior of the product of two dependent random variables with applications to risk theory
Tail probability of randomly weighted sums of subexponential random variables under a dependence structure
The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks
The product of two dependent random variables with regularly varying or rapidly varying tails
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Cited in

(6)

Tail behavior of the product of two dependent random variables with applications to risk theory
Revisiting the product of random variables
Multivariate discrete distributions with a product-type dependence
A note on randomly weighted sums of dependent subexponential random variables
The product of dependent random variables with applications to a discrete-time risk model
On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures

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