A note on the max-sum equivalence of randomly weighted sums of heavy-tailed random variables
2013 ◽
Vol 18
(4)
◽
pp. 519-525
◽
Keyword(s):
This paper investigates the asymptotic behavior for the tail probability of the randomly weighted sums ∑k=1nθkXk and their maximum, where the random variables Xk and the random weights θk follow a certain dependence structure proposed by Asimit and Badescu [1] and Li et al. [2]. The obtained results can be used to obtain asymptotic formulas for ruin probability in the insurance risk models with discounted factors.
2012 ◽
Vol 82
(9)
◽
pp. 1727-1736
◽
Keyword(s):
Keyword(s):
2018 ◽
Vol 164
◽
pp. 40-53
◽
Keyword(s):
2010 ◽
Vol 27
(2)
◽
pp. 277-280
◽
2017 ◽
Vol 46
(21)
◽
pp. 10851-10863
◽
2019 ◽
Vol 480
(1)
◽
pp. 123389
◽
Keyword(s):
2008 ◽
Vol 78
(15)
◽
pp. 2552-2558
◽
Keyword(s):
2011 ◽
Vol 376
(1)
◽
pp. 365-372
◽
Keyword(s):