Asymptotics for the joint tail probability of bidimensional randomly weighted sums of dependent and heavy-tailed random variables

Lithuanian Mathematical Journal 2026

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Authors: Dawei Lu, Yangyang Chen, Lina Wang

DOI: 10.1007/s10986-026-09709-2

Cited by: 1

References: 26

Fields of Study & Subjects

Probability and Risk Models Random Matrices and Applications Financial Risk and Volatility Modeling

References 26