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>A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables
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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 probability of the above risk model.
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