This paper obtains the uniform estimate for maximum of sums of independent and heavy-tailed random variables with nonnegative random weights, which can be arbitrarily dependent of each other. Then the applications to ...This paper obtains the uniform estimate for maximum of sums of independent and heavy-tailed random variables with nonnegative random weights, which can be arbitrarily dependent of each other. Then the applications to ruin probabilities in a discrete time risk model with dependent stochastic returns are considered.展开更多
基金This work was supported by the National Natural Science Foundation of China(Grant Nos.70272001&10371117)The first author's work was also supported by China Postdoctoral Science Foundation(Grant No.2005037809) Foundation from the Youth Science and Technology of Uestc(Grant No.JX 03038).
文摘This paper obtains the uniform estimate for maximum of sums of independent and heavy-tailed random variables with nonnegative random weights, which can be arbitrarily dependent of each other. Then the applications to ruin probabilities in a discrete time risk model with dependent stochastic returns are considered.
