Approximation of the Tail Probabilities of Randomly Weighted Sums in Presence of Dependence and Heavy Tails

TANG Fengqin, BAI Jianming

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PDF(444 KB)
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2016, Vol. 32 ›› Issue (2) : 111-120.
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Approximation of the Tail Probabilities of Randomly Weighted Sums in Presence of Dependence and Heavy Tails

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