From the 1 of 2 linked papers with an AI index.
2 papers
math.PR2026
Asymptotics of randomly weighted sums without moment conditions of random weights
Qingwu Gao, Dimitrios G. Konstantinides, Charalampos D. Passalidis +2
The paper analyzes the asymptotic behavior of sums with random weights that lack moment assumptions, focusing on heavy‑tailed primary variables and extending Breiman's theorem, wit…
math.PR2025
On the random-time and finite-time ruin probability for widely dependent claim sizes and inter-arrival times
Yang Chen, Zhaolei Cui, Yuebao Wang
Using the results of precise large deviation and renewal theory for widely dependent random variables, this paper obtains the asymptotic estimation of the random-time ruin probabil…