Randomly weighted sums of dependent subexponential random variables
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Cites work
- scientific article; zbMATH DE number 1249326 (Why is no real title available?)
- scientific article; zbMATH DE number 3322619 (Why is no real title available?)
- Approximation of the tail probability of randomly weighted sums and applications
- Asymptotic tail probabilities of sums of dependent subexponential random variables
- Finite and infinite time ruin probabilities in a stochastic economic environment.
- 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 ruin theory
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory
- Ruin probability and local ruin probability in the random multi-delayed renewal risk model
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
- 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
- Weighted sums of subexponential random variables and their maxima
Cited in
(19)- Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure
- Weighted sums of subexponential random variables and their maxima
- Randomly weighted sums of dependent random variables with dominated variation
- Randomly weighted sums of subexponential random variables with application to capital allocation
- A Kesten-type bound for sums of randomly weighted subexponential random variables
- A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory*
- Tails of higher-order moments with dominatedly varying summands
- On the maximum of randomly weighted sums with subexponential tails
- On closeness of two discrete weighted sums
- Generalized moments of sums with heavy-tailed random summands
- Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables
- Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments
- Closure property and tail probability asymptotics for randomly weighted sums of dependent random variables with heavy tails
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure
- Randomly weighted sums of subexponential random variables with application to ruin theory
- A note on randomly weighted sums of dependent subexponential random variables
- Randomly weighted sums of dependent subexponential random variables with applications to risk theory
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures
- Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory
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