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Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
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Science China Mathematics 2005年 第10期48卷 1379-1394页
作者: WANG Dingcheng~1 SU Chun~2 & ZENG Yong~1 1. School of Management and School of Applied Mathematics,University of Electronic Science and Technology of China,Chengdu 610054,China 2. Department of Statistics and Finance,University of Science and Technology of China,Hefei 230026,China School of Management and School of Applied Mathematics University of Electronic Science and Technology of China Chengdu China Department of Statistics and Finance University of Science and Technology of China Hefei China
This paper obtains the uniform estimate for maximum of sums of independent and heavy-tailed random variables with nonnegative random weights, which can be arbitrarily dependent of each other. Then the applications to ... 详细信息
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