A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables

الملخص EN

We investigate the tailed asymptotic behavior of the randomly weighted sums with increments with convolution-equivalent distributions.

Our obtained result can be directly applied to a discrete-time insurance risk model with insurance and financial risks and derive the asymptotics for the finite-time probability of the above risk model.