The distribution of the sum of two dependent randomly weighted random variables with applications
Author:
Affiliation:
1. Department of Statistics, Yazd University, Yazd, Iran
2. Department of Mathematics, University of Manchester, Manchester, UK
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2022.2117558
Reference38 articles.
1. Copula based hierarchical risk aggregation through sample reordering
2. Risk aggregation in Solvency II through recursive log-normals
3. Complete Convergence for Randomly Weighted Sums of Random Variables Satisfying Some Moment Inequalities
4. A Kesten-type bound for sums of randomly weighted subexponential random variables
5. Randomly weighted sums of dependent random variables with dominated variation
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1. Exact Results for the Distribution of Randomly Weighted Sums;Mathematics;2024-01-02
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