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Uniform estimate for maximum of randomly weighted sums with applications to ruin theory

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Indexed by:期刊论文

Date of Publication:2009-01-01

Journal:Methodology and Computing in Applied Probability

Volume:11

Issue:4

Page Number:669-685

Pre One:Approximation of the tail probability of randomly weighted sums and applications

Next One:Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
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