Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables-Reference-Cited by-同舟云学术

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Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables

Published:2019-05-03 Issue:1 Volume:2019 Page:
ISSN:1029-242X
Container-title:Journal of Inequalities and Applications
language:en
Short-container-title:J Inequal Appl

Author:

Gao Qingwu,Liu Xijun,Chai Chunhong

Funder

National Natural Science Foundation of China

Postdoctoral Research Foundation of China

Natural Science Foundation of Jiangsu Province

Social Science Foundation of Jiangsu Province

Postdoctoral Science Foundation of Jiangsu Province

Qing-Lan Project of Jiangsu Province

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis

Link

http://link.springer.com/content/pdf/10.1186/s13660-019-2067-x.pdf

Reference21 articles.

1. Bae, T., Ko, B.: A note on weighted infinite sums of dependent regularly varying tailed random variables. J. Korean Stat. Soc. 46, 321–327 (2017)

2. Bingham, N.H., Goldie, C.M., Teugels, J.M.: Regular Variation. Cambridge University Press, Cambridge (1987)

3. Chen, Y., Wang, L., Wang, Y.: Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models. J. Math. Anal. Appl. 401, 114–129 (2013)

4. Chen, Y., Yuan, K.C.: Sums of pairwise quasi-asymptotically independent random variables with consistent variation. Stoch. Models 25(1), 76–89 (2009)

5. Embrechts, P., Klüppelberg, C., Mikosch, T.: Modelling Extremal Events for Insurance and Finance. Springer, Berlin (1997)

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1. Uniform asymptotics for the compound risk model with dependence structures and constant force of interest;Stochastics;2021-04-15

2. Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory;Journal of Mathematical Analysis and Applications;2019-12

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