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The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance
Authors:Yiqing Chen  Kai W. Ng  Kam C. Yuen
Affiliation:1. Department of Mathematical Sciences , The University of Liverpool , Liverpool , UK yiqing.chen@liv.ac.uk;3. Department of Statistics and Actuarial Science , The University of Hong Kong , Hong Kong
Abstract:
Keywords:Association  Asymptotics  Long tail  Maximum  Randomly weighted sum  Tail probability  Uniformity
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