摘要
This paper obtains the uniform estimate for maximum of sums of independent and heavy-tailed random variables with nonnegative random weights, which can be arbitrarily dependent of each other. Then the applications to ruin probabilities in a discrete time risk model with dependent stochastic returns are considered.
This paper obtains the uniform estimate for maximum of sums of independent and heavy-tailed random variables with nonnegative random weights,which can be arbi- trarily dependent of each other.Then the applications to ruin probabilities in a discrete time risk model with dependent stochastic returns are considered.
基金
This work was supported by the National Natural Science Foundation of China(Grant Nos.70272001&10371117)
The first author's work was also supported by China Postdoctoral Science Foundation(Grant No.2005037809)
Foundation from the Youth Science and Technology of Uestc(Grant No.JX 03038).
