Tail probability of randomly weighted sums of subexponential random variables under a dependence structure

On Some Limit Theorems Similar to the Arc-Sin Law

Leo Breiman · Theory of Probability and Its Applications · 1965 · 438 citations

Subexponentiality of the product of independent random variables

Daren B. H. Cline, Gennady Samorodnitsky · Stochastic Processes and their Applications · 1994 · 378 citations

Independent Random Variables, Integrable Probability, Probability Theory +2

Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks

Qihe Tang · Stochastic Processes and their Applications · 2003 · 344 citations

Economics, Precise Estimates, Computational Finance +8

Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model

Jinzhu Li, Qihe Tang, Rong Wu · Advances in Applied Probability · 2010 · 146 citations · Full text

Economics, Engineering, Interarrival Time +13

Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory

Qihe Tang · Extremes · 2003 · 142 citations

Engineering, Entropy, Integrable Probability +6