Uniform estimate for the tail probabilities of randomly weighted sums
DOI10.1007/S10255-014-0446-0zbMath1305.62085OpenAlexW2016304756MaRDI QIDQ477566
Chuan-Cun Yin, Yin-Feng Wang, Xin Sheng Zhang
Publication date: 9 December 2014
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-014-0446-0
uniform estimaterandomly weighted sumsclass \(\mathcal{D} \cap \mathcal{L}\)upper tail asymptotically independence
Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Extreme value theory; extremal stochastic processes (60G70)
Related Items (3)
Cites Work
- Unnamed Item
- Unnamed Item
- An introduction to copulas.
- Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
- Approximation for the ruin probabilities in a discrete time risk model with dependent risks
- Approximation of the tail probability of randomly weighted sums and applications
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
- Asymptotic tail probabilities of sums of dependent subexponential random variables
- Subexponentiality of the product of independent random variables
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
- Weighted sums of subexponential random variables and their maxima
This page was built for publication: Uniform estimate for the tail probabilities of randomly weighted sums
