Title of article :
On the maximum of randomly weighted sums with regularly varying tails
Author/Authors :
Yiqing Chen، نويسنده , , Kai W. Ng، نويسنده , , Xiangsheng Xie، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2006
Keywords :
Asymptotics , regular variation , tail probability , Ruin probability
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters