A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory*
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s10986-023-09589-w.pdf
Reference31 articles.
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4. Y. Chen and Y. Yang, Bivariate regular variation among randomlyweighted sums in general insurance, Eur. Actuar. J., 9:301–322, 2019.
5. D. Cheng, Randomly weighted sums of dependent random variables with dominated variation, J. Math. Anal. Appl., 420(2):1617–1633, 2014.
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1. Exact Results for the Distribution of Randomly Weighted Sums;Mathematics;2024-01-02
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