A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables
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...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Wiley
2013-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/273217 |
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| _version_ | 1832562966806921216 |
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| author | Yang Yang Jun-feng Liu Yu-lin Zhang |
| author_facet | Yang Yang Jun-feng Liu Yu-lin Zhang |
| author_sort | Yang Yang |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-a0c12a11a2014b8e9a378d0ad89fb64d |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-a0c12a11a2014b8e9a378d0ad89fb64d2025-02-03T01:21:21ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/273217273217A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random VariablesYang Yang0Jun-feng Liu1Yu-lin Zhang2School of Mathematics and Statistics, Nanjing Audit University, Nanjing 210029, ChinaSchool of Mathematics and Statistics, Nanjing Audit University, Nanjing 210029, ChinaSchool of Economics and Management, Southeast University, Nanjing 210096, ChinaWe 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.http://dx.doi.org/10.1155/2013/273217 |
| spellingShingle | Yang Yang Jun-feng Liu Yu-lin Zhang A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables Abstract and Applied Analysis |
| title | A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables |
| title_full | A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables |
| title_fullStr | A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables |
| title_full_unstemmed | A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables |
| title_short | A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables |
| title_sort | note on the tail behavior of randomly weighted sums with convolution equivalently distributed random variables |
| url | http://dx.doi.org/10.1155/2013/273217 |
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