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Published in 2020 at "Journal of The Korean Statistical Society"
DOI: 10.1007/s42952-019-00031-x
Abstract: In this paper, we obtain the weakly asymptotic formulas of the tail probabilities of randomly weighted sums and their maximum of dominated varying-tailed random variables under a general conditional dependence structure, where the corresponding random…
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Keywords:
application;
weighted sums;
ruin;
dominated varying ... See more keywords