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- W2045563807 abstract "Abstract This paper studies the tail probability of weighted sums of the form ∑ i = 1 n c i X i , where random variables X i ’s are either independent or pairwise quasi-asymptotically independent with heavy tails. Using the idea of uniform long-tailedness, the uniform asymptotic equivalence of the tail probabilities of ∑ i = 1 n c i X i , max 1 ≤ k ≤ n ∑ i = 1 k c i X i and ∑ i = 1 n c i X i + is established, where X i ’s are independent and follow the long-tailed distribution, and c i ’s take value in a broad interval. Some further uniform asymptotic results for the weighted sums of X i ’s with dominated varying tails are obtained. An application to the ruin probability in a discrete-time insurance risk model is presented." @default.
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- W2045563807 date "2014-11-01" @default.
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- W2045563807 title "Uniform asymptotics for the tail probability of weighted sums with heavy tails" @default.
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- W2045563807 doi "https://doi.org/10.1016/j.spl.2014.07.022" @default.
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