Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance

DOI10.1007/s11425-022-2030-5OpenAlexW4386195567MaRDI QIDQ6139327

Kam-Chuen Yuen, Shaoying Chen, Yang Yang

Publication date: 18 January 2024

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-022-2030-5

zbMATH Keywords

heavy-tailed distributiondependencerandomly weighted suminsurance risk modelasymptotic joint tail behavior

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)

Cites Work

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