A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables

DOI10.1155/2013/273217zbMath1291.91135OpenAlexW1973760215WikidataQ58915765 ScholiaQ58915765MaRDI QIDQ2015296

Yang Yang, Yu-Lin Zhang, Jun-Feng Liu

Publication date: 23 June 2014

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/273217

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Cites Work

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• Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
• Convolution equivalence and infinite divisibility
• Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation

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