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Uniform asymptotics for the tail probability of weighted sums with heavy tails

Institution:	1. École d’Actuariat, Université Laval, Québec, Canada;2. Department of Mathematics, Université Libre de Bruxelles (ULB), Bruxelles, Belgium;1. School of Economics and Management, Southeast University, Nanjing, 210029, PR China;2. Department of Statistics, Nanjing Audit University, Nanjing, 211815, PR China;3. Faculty of Mathematics and Informatics, Vilnius University, Naugarduko 24, Vilnius LT-03225, Lithuania;1. Singapore University of Technology and Design, 8 Somapah Road, Singapore 487372, Singapore;2. Karlsruher Institut für Technologie, Englerstraße 2 , 76131 Karlsruhe, Germany

Abstract:

Keywords:	Uniform long-tailedness Long-tailed distribution Dominated variation Quasi-asymptotical independence
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