Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory
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DOI: 10.1016/j.jmaa.2019.123389
Abstract: 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… read more here.
Keywords: tail probability; randomly weighted; random variables; random ... See more keywords