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A Note on Randomly Weighted Sums of Dependent Subexponential Random Variables
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作者 Fengyang CHENG 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2020年第3期441-450,共10页
The author obtains that the asymptotic relations ■ hold as x→∞, where the random weights θ1,···, θn are bounded away both from 0 and from∞with no dependency assumptions, independent of the primary... The author obtains that the asymptotic relations ■ hold as x→∞, where the random weights θ1,···, θn are bounded away both from 0 and from∞with no dependency assumptions, independent of the primary random variables X1,···, Xn which have a certain kind of dependence structure and follow non-identically subexponential distributions. In particular, the asymptotic relations remain true when X1,···, Xn jointly follow a pairwise Sarmanov distribution. 展开更多
关键词 Randomly weighted sums Subexponential distributions Ruin probabilities insurance and financial risks
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