Uniform Approximation for the Tail Behavior of Bidimensional Randomly Weighted Sums
Author:
Funder
Fundamental Research Funds for the Central Universities
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11009-023-10000-x.pdf
Reference17 articles.
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2. Chen Y, Yang Y (2019) Bivariate regular variation among randomly weighted sums in general insurance. Eur Actuar J 9(1):301–322
3. Gao Q, Jin N (2015) Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory. Commun Stat Theory Methods 44(18):3885–3902
4. Goovaerts MJ, Kaas R, Laeven RJA, Tang Q, Vernic R (2005) The tail probability of discounted sums of pareto-like losses in insurance. Scand Actuar J 2005(6):446–461
5. Li J (2018a) On the joint tail behavior of randomly weighted sums of heavy-tailed random variables. J Multivar Anal 164:40–53
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