| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10525844 | Statistics & Probability Letters | 2013 | 7 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jinzhu Li,