JOURNAL ARTICLE

Randomly weighted sums of dependent subexponential random variables*

Kaiyong Wang

Year: 2011 Journal:   Lithuanian Mathematical Journal Vol: 51 (4)Pages: 573-586   Publisher: Springer Science+Business Media
Keywords:
Mathematics Combinatorics Random variable Statistics

Metrics

16
Cited By
0.78
FWCI (Field Weighted Citation Impact)
20
Refs
0.76
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Probability and Risk Models
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Advanced Harmonic Analysis Research
Physical Sciences →  Mathematics →  Applied Mathematics
Mathematical Approximation and Integration
Physical Sciences →  Mathematics →  Numerical Analysis

Related Documents

JOURNAL ARTICLE

Uniform Estimate for Randomly Weighted Sums of Dependent Subexponential Random Variables

Yan LiuQinqin Zhang

Journal:   Asia-Pacific Journal of Risk and Insurance Year: 2015 Vol: 9 (2)Pages: 303-318
JOURNAL ARTICLE

A Note on Randomly Weighted Sums of Dependent Subexponential Random Variables

Fengyang Cheng

Journal:   Chinese Annals of Mathematics Series B Year: 2020 Vol: 41 (3)Pages: 441-450
JOURNAL ARTICLE

On tail behavior of randomly weighted sums of dependent subexponential random variables

Bingzhen GengZaiming LiuShijie Wang

Journal:   Communication in Statistics- Theory and Methods Year: 2022 Vol: 53 (5)Pages: 1653-1668
JOURNAL ARTICLE

Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables

Huan QianBingzhen GengShijie Wang

Journal:   Lithuanian Mathematical Journal Year: 2021 Vol: 62 (1)Pages: 113-122
JOURNAL ARTICLE

Randomly weighted sums of dependent subexponential random variables with applications to risk theory

Fengyang ChengDongya Cheng

Journal:   Scandinavian Actuarial Journal Year: 2017 Vol: 2018 (3)Pages: 191-202
© 2026 ScienceGate Book Chapters — All rights reserved.