This article investigates the tail asymptotic behavior of the sum of pairwise quasi-
asymptotically independent random variables with consistently varying tails. We prove that …

Let the random vector (X, Y) follow a bivariate Sarmanov distribution, where X is real-valued
and Y is nonnegative. In this paper we investigate the impact of such a dependence …

Consider the problem of approximating the tail probability of randomly weighted sums∑ i=
1nΘiXi and their maxima, where {Xi, i≥ 1} is a sequence of identically distributed but not …

This paper deals with the approximation of the tail probability of randomly weighted sums of
a sequence of pairwise quasi-asymptotically independent but non-identically distributed …

This paper investigates the asymptotic behavior of tail probabilities of randomly weighted
sums of independent heavy-tailed random variables, where the weights form another …

Let X 1, X 2 denote positive heavy-tailed random variables with continuous marginal
distribution functions F 1 and F 2, respectively. The asymptotic behavior of the tail of X 1+ X 2 …

Consider a discrete-time insurance risk model. Within period i, the net insurance loss is
denoted by a real-valued random variable X i. The insurer makes both risk-free and risky …

Consider an insurer who is allowed to make risk-free and risky investments. The price
process of the investment portfolio is described as a geometric Lévy process. We study the …

The distribution of the sum of dependent risks is a crucial aspect in actuarial sciences, risk
management and in many branches of applied probability. In this paper, we obtain analytic …

Abstract The Conditional Tail Expectation (CTE), also known as the Expected Shortfall and
Tail-VaR, has received much attention as a preferred risk measure in finance and insurance …