Randomly weighted sums of dependent subexponential random variables with application to systemic risk

DOI10.1080/03610926.2026.2621784MaRDI QIDQ7312355zbMATH OpenFDO

Authors Wenlong He, Jiangyan Peng, Lei Zou

Publication date 11 August 2026

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2026.2621784

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks
• The ruin probability of a discrete-time risk model with a one-sided linear claim process
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