A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables
Joint Authors
Yang, Yang
Liu, Jun-feng
Zhang, Yu-lin
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-4, 4 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-12-05
Country of Publication
Egypt
No. of Pages
4
Main Subjects
Abstract 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.
American Psychological Association (APA)
Yang, Yang& Liu, Jun-feng& Zhang, Yu-lin. 2013. A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-4.
https://search.emarefa.net/detail/BIM-459363
Modern Language Association (MLA)
Yang, Yang…[et al.]. A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables. Abstract and Applied Analysis No. 2013 (2013), pp.1-4.
https://search.emarefa.net/detail/BIM-459363
American Medical Association (AMA)
Yang, Yang& Liu, Jun-feng& Zhang, Yu-lin. A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-4.
https://search.emarefa.net/detail/BIM-459363
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-459363
