Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
type: Item
instance of: scholarly article
title: Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
zbMATH Open document ID: 1112.62123
author: Chun Su
author: Yong Zeng
author: Dingcheng Wang
published in: Science in China. Series A
publication date: 2007-05-29T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 5157286
zbMATH Keywords: dependent stochastic return
zbMATH Keywords: discount factor
zbMATH Keywords: heavy-tails
zbMATH Keywords: discrete time insurance risk model
zbMATH Keywords: maxima of randomly weighted sums
zbMATH Keywords: ruin probability
zbMATH Keywords: tail probabilities
zbMATH Keywords: uniformly asymptotic estimate
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 5157286