On the joint tail behavior of randomly weighted sums of dependent random variables with applications to risk theory
Zhangting Chen, Dongya Cheng and Haoer Zheng
| Year of publication: |
2025
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| Authors: | Chen, Zhangting ; Cheng, Dongya ; Zheng, Haoer |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2025.2025, 10, p. 989-1008
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| Subject: | dependence | heavy tail | Joint distribution | Primary: 62E20 | randomly weighted sum | ruin probability | Secondary: 60E05 | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Risikomodell | Risk model | Zufallsvariable | Random variable | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2025.2490120 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015555074