APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS

DOI10.1017/S0269964818000414OpenAlexW2902252698MaRDI QIDQ5050872

Ke Ang Fu, Mingyue Ge, Xin Mei Shen

Publication date: 18 November 2022

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964818000414

zbMATH Keywords

copulaasymptoticsextended regular variationbidimensional randomly weighted sums

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Related Items (3)

RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS ⋮ Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance ⋮ Uniform approximation for the tail behavior of bidimensional randomly weighted sums

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