Uniform estimate for the tail probabilities of randomly weighted sums
type: Item
instance of: scholarly article
title: Uniform estimate for the tail probabilities of randomly weighted sums
zbMATH Open document ID: 1305.62085
author: Yin-Feng Wang
author: Chuancun Yin
author: Xinsheng Zhang
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2014-12-09T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 6378569
zbMATH Keywords: uniform estimate
zbMATH Keywords: randomly weighted sums
zbMATH Keywords: upper tail asymptotically independence
zbMATH Keywords: class \(\mathcal{D} \cap \mathcal{L}\)
MaRDI profile type: Publication
full work available at URL: s10255-014-0446-0
OpenAlex ID: W2016304756
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cites work: Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
cites work: Approximation for the ruin probabilities in a discrete time risk model with dependent risks
cites work: Approximation of the tail probability of randomly weighted sums and applications
DOI: 10.1007/S10255-014-0446-0
description: scientific article; zbMATH DE number 6378569