Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s42952-019-00031-x.pdf
Reference33 articles.
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3. Chen, Y., Wang, L., & Wang, Y. (2013). Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models. Journal of Mathematical Analysis and Applications, 401, 114–129.
4. Chen, Y., & Yuan, K. C. (2009). Sums of pairwise quasi-asymptotically independent random variables with consistent variation. Stochastic Models, 25(1), 76–89.
5. Chen, Y. (2011). The finite-time ruin probability with dependent insurance and financial risks. Journal of Applied Probability, 48(4), 1035–1048.
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