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Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation

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2012Tail behavior of the product of two dependent random variables with applications to risk theory85 cited
2006Tail asymptotics for the sum of two heavy-tailed dependent risks79 cited
2010Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation78 cited
2013On pairwise quasi-asymptotically independent random variables and their applications74 cited
2008Tail probabilities for infinite series of regularly varying random vectors

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2009Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model55 cited

2008Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate51 cited

2005Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory46 cited

2012Risk Measures and Multivariate Extensions of Breiman's Theorem45 cited

2009Aggregation of rapidly varying risks and asymptotic independence36 cited

2012Asymptotics for Weighted Random Sums35 cited