On pairwise quasi-asymptotically independent random variables and their applications

In this paper we obtain some novel results regarding pairwise (strong) quasi-asymptotically independent random variables with dominatedly varying tails. Our main concern lies in the asymptotics for constant and randomly weighted sums of such random variables. The obtained results are applied to study the ultimate ruin probability of a claim-dependent risk model.

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Year of publication:	2013
Authors:	Li, Jinzhu
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 9, p. 2081-2087
Publisher:	Elsevier
Subject:	Asymptotics \| Dominated variation \| Quasi-asymptotic independence \| By-claims \| Ruin probability

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010678717