• DocumentCode
    2814410
  • Title

    Randomly Weighted Sums of Negatively Associated Random Variables with Heavy Tails

  • Author

    Peng, Jiangyan

  • Author_Institution
    Sch. of Appl. Math., Univ. of Electron. Sci. & Technol. of China Chengdu, Chengdu, China
  • fYear
    2009
  • fDate
    11-13 Dec. 2009
  • Firstpage
    1
  • Lastpage
    4
  • Abstract
    This paper investigates the asymptotic behavior of tail probabilities of randomly weighted sums of negatively associated (NA) heavy-tailed random variables with nonnegative dependent random weights. Then the applications to ruin probabilities in a discrete time risk model with dependent net losses and dependent stochastic returns are considered.
  • Keywords
    probability; random processes; asymptotic behavior; dependent net loss; dependent stochastic return; discrete time risk model; negatively associated heavy-tailed random variables; nonnegative dependent random weight; randomly weighted sums; tail probability; Distribution functions; Economic indicators; Eyes; Mathematics; Paper technology; Probability distribution; Random variables; Stochastic processes; Tail; Tin;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computational Intelligence and Software Engineering, 2009. CiSE 2009. International Conference on
  • Conference_Location
    Wuhan
  • Print_ISBN
    978-1-4244-4507-3
  • Electronic_ISBN
    978-1-4244-4507-3
  • Type

    conf

  • DOI
    10.1109/CISE.2009.5363193
  • Filename
    5363193
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2814410