Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610926.2013.851234
Reference27 articles.
1. Regular Variation
2. Some Concepts of Negative Dependence
3. On the maximum of randomly weighted sums with regularly varying tails
4. Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
5. Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
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1. Uniform Approximation for the Tail Behavior of Bidimensional Randomly Weighted Sums;Methodology and Computing in Applied Probability;2023-02-13
2. Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory;Journal of the Korean Statistical Society;2020-01-01
3. Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples;Statistics & Probability Letters;2019-10
4. Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest;Journal of Computational and Applied Mathematics;2019-06
5. Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables;Journal of Inequalities and Applications;2019-05-03
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