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• W2012098983 abstract "□ Let X1, …, Xn be n real-valued dependent random variables. With motivation from Mitra and Resnick[24], we derive tail asymptotic expansion for the weighted sum of order statistics X1: n ⩽ ⋅⋅⋅ ⩽ Xn: n of X1, …, Xn under the general case in which the distribution function of Xn: n is long-tailed or rapidly varying and X1, …, Xn may not be comparable in terms of their tail probabilities. We also present two examples and an application of our results in risk theory." @default.
• W2012098983 created "2016-06-24" @default.
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• W2012098983 date "2015-01-02" @default.
• W2012098983 modified "2023-09-23" @default.
• W2012098983 title "Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks" @default.
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• W2012098983 doi "https://doi.org/10.1080/15326349.2014.954133" @default.
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