LAUSR

Abstract Following the work of Cheng and Cheng (2018) [6] , we reexamine the tail probability of randomly weighted sums of dependent subexponential random variables. Precisely speaking, let { X n , n ≥ 1 } be real-valued and commonly distributed random variables satisfying a general dependence structure proposed in Ko and Tang (2008) [14] , and random weights { θ n , n ≥ 1 } be positive, bounded above and arbitrarily dependent random variables, but independent of { X n , n ≥ 1 } . Under some mild conditions, we achieve the asymptotic behavior of tail probability for both randomly weighted finite and infinite sums. Finally, an application of the obtained results to a nonstandard continuous-time renewal risk model is proposed.